Module ojalgo

Package org.ojalgo.random.process

Interface Process1D.ComponentProcess<D extends Distribution>

All Superinterfaces:

RandomProcess<D>

All Known Implementing Classes:

GaussianProcess, GeometricBrownianMotion, StationaryNormalProcess, WienerProcess

Enclosing class:

Process1D<P extends Process1D.ComponentProcess<?>>

static interface Process1D.ComponentProcess<D extends Distribution>
extends RandomProcess<D>

Nested Class Summary

Nested classes/interfaces inherited from interface org.ojalgo.random.process.RandomProcess

RandomProcess.SimulationResults

Method Summary

Modifier and Type	Method	Description
double	getValue()
void	setValue(double newValue)
double	step(double stepSize, double standardGaussianInnovation)

Methods inherited from interface org.ojalgo.random.process.RandomProcess

getDistribution, simulate

Method Details

getValue

double getValue()

setValue

void setValue(double newValue)

step

double step(double stepSize,
 double standardGaussianInnovation)