Class MultipleValuesBasedProcess<D extends Distribution>

java.lang.Object

org.ojalgo.random.process.AbstractProcess<D>

org.ojalgo.random.process.MultipleValuesBasedProcess<D>

All Implemented Interfaces:

RandomProcess<D>

Direct Known Subclasses:

GaussianProcess

abstract class MultipleValuesBasedProcess<D extends Distribution>
extends AbstractProcess<D>

Nested Class Summary

Nested classes/interfaces inherited from interface RandomProcess

RandomProcess.SimulationResults

Field Summary

Fields

Modifier and Type	Field	Description
private final TreeSet<EntryPair.KeyedPrimitive<Double>>	myObservations

Constructor Summary

Constructors

Constructor	Description
MultipleValuesBasedProcess()

Method Summary

Modifier and Type	Method	Description
boolean	addObservation(Double x, double y)
(package private) double	getCurrentValue()
(package private) TreeSet<EntryPair.KeyedPrimitive<Double>>	getObservations()
(package private) void	setCurrentValue(double newValue)
(package private) final void	setObservations(Collection<? extends EntryPair.KeyedPrimitive<Double>> c)
RandomProcess.SimulationResults	simulate(int numberOfRealisations, int numberOfSteps, double stepSize)	Returns an collection of sample sets.

Methods inherited from class AbstractProcess

doStep, getExpected, getExpected, getLowerConfidenceQuantile, getLowerConfidenceQuantile, getNormalisedRandomIncrement, getStandardDeviation, getStandardDeviation, getUpperConfidenceQuantile, getUpperConfidenceQuantile, getVariance, getVariance, step

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface RandomProcess

getDistribution

Field Details

myObservations

private final TreeSet<EntryPair.KeyedPrimitive<Double>> myObservations

Constructor Details

MultipleValuesBasedProcess

MultipleValuesBasedProcess()

Method Details

addObservation

public boolean addObservation(Double x,
 double y)

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.

getCurrentValue

double getCurrentValue()

Specified by:

getCurrentValue in class AbstractProcess<D extends Distribution>

getObservations

TreeSet<EntryPair.KeyedPrimitive<Double>> getObservations()

setCurrentValue

void setCurrentValue(double newValue)

Specified by:

setCurrentValue in class AbstractProcess<D extends Distribution>

setObservations

final void setObservations(Collection<? extends EntryPair.KeyedPrimitive<Double>> c)