Package org.hipparchus.random
Class UncorrelatedRandomVectorGenerator
- java.lang.Object
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- org.hipparchus.random.UncorrelatedRandomVectorGenerator
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- All Implemented Interfaces:
RandomVectorGenerator
public class UncorrelatedRandomVectorGenerator extends Object implements RandomVectorGenerator
ARandomVectorGenerator
that generates vectors with uncorrelated components.Components of generated vectors follow (independent) Gaussian distributions, with parameters supplied in the constructor.
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Constructor Summary
Constructors Constructor Description UncorrelatedRandomVectorGenerator(double[] mean, double[] standardDeviation, NormalizedRandomGenerator generator)
Simple constructor.UncorrelatedRandomVectorGenerator(int dimension, NormalizedRandomGenerator generator)
Simple constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double[]
nextVector()
Generate an uncorrelated random vector.
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Constructor Detail
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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 componentstandardDeviation
- standard deviation for each componentgenerator
- underlying generator for uncorrelated normalized components
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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 generategenerator
- underlying generator for uncorrelated normalized components
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Method Detail
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nextVector
public double[] nextVector()
Generate an uncorrelated random vector.- Specified by:
nextVector
in interfaceRandomVectorGenerator
- Returns:
- a random vector as a newly built array of double
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