org.jquantlib.math.randomnumbers

Class PseudoRandom

java.lang.Object

org.jquantlib.math.randomnumbers.GenericPseudoRandom<MersenneTwisterUniformRng,InverseCumulativeNormal>

org.jquantlib.math.randomnumbers.PseudoRandom

public class PseudoRandom
extends GenericPseudoRandom<MersenneTwisterUniformRng,InverseCumulativeNormal>

Constructor Summary

Constructors

Constructor and Description
PseudoRandom(java.lang.Class<? extends UniformRandomSequenceGenerator> classRNG, java.lang.Class<? extends InverseCumulative> classIC)

Method Summary

Modifier and Type	Method and Description
InverseCumulativeRsg<RandomSequenceGenerator<MersenneTwisterUniformRng>,InverseCumulativeNormal>	makeSequenceGenerator(int dimension, long seed)

Methods inherited from class java.lang.Object

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

Constructor Detail

PseudoRandom

public PseudoRandom(java.lang.Class<? extends UniformRandomSequenceGenerator> classRNG,
                    java.lang.Class<? extends InverseCumulative> classIC)

Method Detail

makeSequenceGenerator

public InverseCumulativeRsg<RandomSequenceGenerator<MersenneTwisterUniformRng>,InverseCumulativeNormal> makeSequenceGenerator(int dimension,
                                                                                                                              long seed)