Package org.ojalgo.random.process
Class AbstractProcess<D extends Distribution>
java.lang.Object
org.ojalgo.random.process.AbstractProcess<D>
- All Implemented Interfaces:
RandomProcess<D>
- Direct Known Subclasses:
MultipleValuesBasedProcess
,SingleValueBasedProcess
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Nested Class Summary
Nested classes/interfaces inherited from interface org.ojalgo.random.process.RandomProcess
RandomProcess.SimulationResults
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescription(package private) abstract double
doStep
(double stepSize, double normalisedRandomIncrement) (package private) abstract double
final double
Equivalent to callingRandomProcess.getDistribution(double)
with argumant1.0
, and thenDistribution.getExpected()
.(package private) abstract double
getExpected
(double stepSize) final double
getLowerConfidenceQuantile
(double confidence) The same thing can be achieved by first callingRandomProcess.getDistribution(double)
with argumant1.0
, and thenContinuousDistribution.getQuantile(double)
(but with different input argument).(package private) abstract double
getLowerConfidenceQuantile
(double stepSize, double confidence) (package private) abstract double
final double
Equivalent to callingRandomProcess.getDistribution(double)
with argumant1.0
, and thenDistribution.getStandardDeviation()
.(package private) abstract double
getStandardDeviation
(double stepSize) final double
getUpperConfidenceQuantile
(double confidence) The same thing can be achieved by first callingRandomProcess.getDistribution(double)
with argumant1.0
, and thenContinuousDistribution.getQuantile(double)
(but with different input argument).(package private) abstract double
getUpperConfidenceQuantile
(double stepSize, double confidence) final double
Equivalent to callingRandomProcess.getDistribution(double)
with argumant1.0
, and thenDistribution.getVariance()
.(package private) abstract double
getVariance
(double stepSize) (package private) abstract void
setCurrentValue
(double currentValue) (package private) final double
step
(double stepSize) 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, simulate
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Constructor Details
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AbstractProcess
AbstractProcess()
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Method Details
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getExpected
public final double getExpected()Equivalent to callingRandomProcess.getDistribution(double)
with argumant1.0
, and thenDistribution.getExpected()
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getLowerConfidenceQuantile
public final double getLowerConfidenceQuantile(double confidence) The same thing can be achieved by first callingRandomProcess.getDistribution(double)
with argumant1.0
, and thenContinuousDistribution.getQuantile(double)
(but with different input argument). -
getStandardDeviation
public final double getStandardDeviation()Equivalent to callingRandomProcess.getDistribution(double)
with argumant1.0
, and thenDistribution.getStandardDeviation()
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getUpperConfidenceQuantile
public final double getUpperConfidenceQuantile(double confidence) The same thing can be achieved by first callingRandomProcess.getDistribution(double)
with argumant1.0
, and thenContinuousDistribution.getQuantile(double)
(but with different input argument). -
getVariance
public final double getVariance()Equivalent to callingRandomProcess.getDistribution(double)
with argumant1.0
, and thenDistribution.getVariance()
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doStep
abstract double doStep(double stepSize, double normalisedRandomIncrement) -
getCurrentValue
abstract double getCurrentValue() -
getExpected
abstract double getExpected(double stepSize) -
getLowerConfidenceQuantile
abstract double getLowerConfidenceQuantile(double stepSize, double confidence) -
getNormalisedRandomIncrement
abstract double getNormalisedRandomIncrement() -
getStandardDeviation
abstract double getStandardDeviation(double stepSize) -
getUpperConfidenceQuantile
abstract double getUpperConfidenceQuantile(double stepSize, double confidence) -
getVariance
abstract double getVariance(double stepSize) -
setCurrentValue
abstract void setCurrentValue(double currentValue) -
step
final double step(double stepSize)
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