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

abstract class SingleValueBasedProcess<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 double	myCurrentValue

Constructor Summary

Constructors

Constructor	Description
SingleValueBasedProcess()

Method Summary

Modifier and Type	Method	Description
(package private) double	getCurrentValue()
(package private) void	setCurrentValue(double currentValue)
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

myCurrentValue

private double myCurrentValue

Constructor Details

SingleValueBasedProcess

SingleValueBasedProcess()

Method Details

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>

setCurrentValue

void setCurrentValue(double currentValue)

Specified by:

setCurrentValue in class AbstractProcess<D extends Distribution>