GaussMarkovGenerator (Hipparchus 4.0.2 API)

java.lang.Object
- org.hipparchus.random.GaussMarkovGenerator

```
public class GaussMarkovGenerator
extends Object
```
This class is a Gauss-Markov order 1 autoregressive process generator for scalars.

Since:

3.1

Constructor Summary

Constructors
Constructor Description

GaussMarkovGenerator(double tau, double stationarySigma, RandomGenerator generator)
Create a new generator.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`getStationarySigma()`	Get the standard deviation of the stationary process.
`double`	`getTau()`	Get the correlation time.
`double`	`next(double deltaT)`	Generate next step in the autoregressive process.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - GaussMarkovGenerator
```
public GaussMarkovGenerator(double tau,
                            double stationarySigma,
                            RandomGenerator generator)
```
    Create a new generator.
    
    Parameters:
    
    tau - correlation time
    
    stationarySigma - standard deviation of the stationary process
    
    generator - underlying random generator to use
- Method Detail
  - getTau
```
public double getTau()
```
    Get the correlation time.
    
    Returns:
    
    correlation time
  - getStationarySigma
```
public double getStationarySigma()
```
    Get the standard deviation of the stationary process.
    
    Returns:
    
    standard deviation of the stationary process
  - next
```
public double next(double deltaT)
```
    Generate next step in the autoregressive process.
    
    Parameters:
    
    deltaT - time step since previous estimate (unused at first call)
    
    Returns:
    
    a random scalar obeying autoregressive model