org.drip.sequence.random

Class BoxMullerGaussian

java.lang.Object

org.drip.sequence.random.UnivariateSequenceGenerator

org.drip.sequence.random.BoxMullerGaussian

Direct Known Subclasses:

BoundedGaussian

public class BoxMullerGaussian
extends UnivariateSequenceGenerator

BoxMullerGaussian implements the Univariate Gaussian Random Number Generator.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BoxMullerGaussian(double dblMean, double dblVariance) BoxMullerGaussian Constructor

Method Summary

Modifier and Type	Method and Description
double	mean() Retrieve the Mean of the Box-Muller Gaussian
double	random() Generate a Random Number according to the specified rule
double	variance() Retrieve the Variance of the Box-Muller Gaussian

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

BoxMullerGaussian

public BoxMullerGaussian(double dblMean,
                         double dblVariance)
                  throws java.lang.Exception

BoxMullerGaussian Constructor

Parameters:

dblMean - The Mean

dblVariance - The Variance

Throws:

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

Method Detail

mean

public double mean()

Retrieve the Mean of the Box-Muller Gaussian

Returns:

Mean of the Box-Muller Gaussian

variance

public double variance()

Retrieve the Variance of the Box-Muller Gaussian

Returns:

Variance of the Box-Muller Gaussian

random

public double random()

Description copied from class: UnivariateSequenceGenerator

Generate a Random Number according to the specified rule

Specified by:

random in class UnivariateSequenceGenerator

Returns:

The Random Number