Package org.ojalgo.random.process
Interface RandomProcess<D extends Distribution>
- All Known Subinterfaces:
Process1D.ComponentProcess<D>
- All Known Implementing Classes:
AbstractProcess
,GaussianProcess
,GeometricBrownianMotion
,MultipleValuesBasedProcess
,PoissonProcess
,SingleValueBasedProcess
,StationaryNormalProcess
,WienerProcess
public interface RandomProcess<D extends Distribution>
A random/stochastic process (a series of random variables indexed by time or space) representing the
evolution of some random value. The key thing you can do with a random process is to ask for its
distribution at a given (future) time.
-
Nested Class Summary
Nested Classes -
Method Summary
Modifier and TypeMethodDescriptiongetDistribution
(double evaluationPoint) simulate
(int numberOfRealisations, int numberOfSteps, double stepSize) Returns an collection of sample sets.
-
Method Details
-
getDistribution
- Parameters:
evaluationPoint
- How far into the future?- Returns:
- The distribution for the process value at that future time.
-
simulate
RandomProcess.SimulationResults simulate(int numberOfRealisations, int numberOfSteps, double stepSize) Returns an collection of sample sets. The array has numberOfSteps elements, and each sample set has numberOfRealisations samples.
-