org.drip.sequence.random

Class BoundedGaussian

java.lang.Object

org.drip.sequence.random.UnivariateSequenceGenerator

org.drip.sequence.random.BoxMullerGaussian

org.drip.sequence.random.BoundedGaussian

public class BoundedGaussian
extends BoxMullerGaussian

BoundedGaussian implements the Bounded Gaussian Distribution, with a Gaussian Distribution between a lower and an upper Bound.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BoundedGaussian(double dblMean, double dblVariance, double dblLowerBound, double dblUpperBound) BoundedGaussian Constructor

Method Summary

Modifier and Type	Method and Description
double	random() Generate a Random Number according to the specified rule

Methods inherited from class org.drip.sequence.random.BoxMullerGaussian

mean, variance

Methods inherited from class org.drip.sequence.random.UnivariateSequenceGenerator

sequence, sequence

Methods inherited from class java.lang.Object

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

Constructor Detail

BoundedGaussian

public BoundedGaussian(double dblMean,
                       double dblVariance,
                       double dblLowerBound,
                       double dblUpperBound)
                throws java.lang.Exception

BoundedGaussian Constructor

Parameters:

dblMean - The Mean

dblVariance - The Variance

dblLowerBound - The Lower Bound

dblUpperBound - The Upper Bound

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

random

public double random()

Description copied from class: UnivariateSequenceGenerator

Generate a Random Number according to the specified rule

Overrides:

random in class BoxMullerGaussian

Returns:

The Random Number