org.spaceroots.mantissa.random

Class UncorrelatedRandomVectorGenerator

java.lang.Object

org.spaceroots.mantissa.random.UncorrelatedRandomVectorGenerator

All Implemented Interfaces:

java.io.Serializable, RandomVectorGenerator

public class UncorrelatedRandomVectorGenerator
extends java.lang.Object
implements java.io.Serializable, RandomVectorGenerator

This class allows to generate random vectors with uncorrelated components.

See Also:

Serialized Form

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
NormalizedRandomGenerator	getGenerator() Get the underlying normalized components generator.
double[]	nextVector() Generate a correlated random vector.

Methods inherited from class java.lang.Object

equals, 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 all components

standardDeviation - standard deviation for all components

generator - underlying generator for uncorrelated normalized components

Throws:

java.lang.IllegalArgumentException - if there is a dimension mismatch between the mean and standard deviation vectors

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

getGenerator

public NormalizedRandomGenerator getGenerator()

Get the underlying normalized components generator.

Returns:

underlying uncorrelated components generator

nextVector

public double[] nextVector()

Generate a correlated random vector.

Specified by:

nextVector in interface RandomVectorGenerator

Returns:

a random vector as an array of double. The returned array is created at each call, the caller can do what it wants with it.