Package org.hipparchus.random

Class UncorrelatedRandomVectorGenerator

java.lang.Object

org.hipparchus.random.UncorrelatedRandomVectorGenerator

All Implemented Interfaces:

RandomVectorGenerator

public class UncorrelatedRandomVectorGenerator
extends Object
implements RandomVectorGenerator

A RandomVectorGenerator that generates vectors with uncorrelated components.

Components of generated vectors follow (independent) Gaussian distributions, with parameters supplied in the constructor.

Constructor Summary

Constructors

Constructor	Description
UncorrelatedRandomVectorGenerator(double[] mean, double[] standardDeviation, NormalizedRandomGenerator generator)	Simple constructor.
UncorrelatedRandomVectorGenerator(int dimension, NormalizedRandomGenerator generator)	Simple constructor.

Method Summary

Modifier and Type	Method	Description
double[]	nextVector()	Generate an uncorrelated random vector.

Methods inherited from class java.lang.Object

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

Constructor Detail

UncorrelatedRandomVectorGenerator

public UncorrelatedRandomVectorGenerator(double[] mean,
                                         double[] standardDeviation,
                                         NormalizedRandomGenerator generator)

Simple constructor.

Build an uncorrelated random vector generator from its mean and standard deviation vectors.

Parameters:

mean - expected mean values for each component

standardDeviation - standard deviation for each component

generator - underlying generator for uncorrelated normalized components

UncorrelatedRandomVectorGenerator

public UncorrelatedRandomVectorGenerator(int dimension,
                                         NormalizedRandomGenerator generator)

Simple constructor.

Build a null mean random and unit standard deviation uncorrelated vector generator.

Parameters:

dimension - dimension of the vectors to generate

generator - underlying generator for uncorrelated normalized components

Method Detail

nextVector

public double[] nextVector()

Generate an uncorrelated random vector.

Specified by:

nextVector in interface RandomVectorGenerator

Returns:

a random vector as a newly built array of double