Package org.ojalgo.random.process
Class SingleValueBasedProcess<D extends Distribution>
java.lang.Object
org.ojalgo.random.process.AbstractProcess<D>
org.ojalgo.random.process.SingleValueBasedProcess<D>
- All Implemented Interfaces:
RandomProcess<D>
- Direct Known Subclasses:
GeometricBrownianMotion
,PoissonProcess
,StationaryNormalProcess
,WienerProcess
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Nested Class Summary
Nested classes/interfaces inherited from interface org.ojalgo.random.process.RandomProcess
RandomProcess.SimulationResults
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Field Summary
Fields -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescription(package private) double
(package private) void
setCurrentValue
(double currentValue) simulate
(int numberOfRealisations, int numberOfSteps, double stepSize) Returns an collection of sample sets.Methods inherited from class org.ojalgo.random.process.AbstractProcess
doStep, getExpected, getExpected, getLowerConfidenceQuantile, getLowerConfidenceQuantile, getNormalisedRandomIncrement, getStandardDeviation, getStandardDeviation, getUpperConfidenceQuantile, getUpperConfidenceQuantile, getVariance, getVariance, step
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
Methods inherited from interface org.ojalgo.random.process.RandomProcess
getDistribution
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Field Details
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myCurrentValue
private double myCurrentValue
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Constructor Details
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SingleValueBasedProcess
SingleValueBasedProcess()
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Method Details
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simulate
public RandomProcess.SimulationResults simulate(int numberOfRealisations, int numberOfSteps, double stepSize) Description copied from interface:RandomProcess
Returns an collection of sample sets. The array has numberOfSteps elements, and each sample set has numberOfRealisations samples.- Returns:
- An array of sample sets. The array has aNumberOfSteps elements, and each sample set has aNumberOfRealisations samples.
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getCurrentValue
double getCurrentValue()- Specified by:
getCurrentValue
in classAbstractProcess<D extends Distribution>
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setCurrentValue
void setCurrentValue(double currentValue) - Specified by:
setCurrentValue
in classAbstractProcess<D extends Distribution>
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