Documentation of 'org.jquantlib.math.randomnumbers.InverseCumulativeRng' Java class
InverseCumulativeRng
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org.jquantlib.math.randomnumbers

Class InverseCumulativeRng<RNG extends RandomNumberGenerator,IC extends InverseCumulative>


  • public class InverseCumulativeRng<RNG extends RandomNumberGenerator,IC extends InverseCumulative>
extends java.lang.Object
    Inverse cumulative random number generator

    It uses a uniform deviate in (0, 1) as the source of cumulative distribution values. Then an inverse cumulative distribution is used to calculate the distribution deviate. The uniform deviate is supplied by RNG.

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method and Description
      Sample<java.lang.Double> getNext() 

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

      • InverseCumulativeRng

        public InverseCumulativeRng(RNG ug)

    • Method Detail

      • getNext

        public Sample<java.lang.Double> getNext()
        Returns:
        a sample from a Gaussian distribution
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