org.drip.sequence.random

Class Poisson

java.lang.Object

org.drip.sequence.random.UnivariateSequenceGenerator

org.drip.sequence.random.Poisson

public class Poisson
extends UnivariateSequenceGenerator

Poisson implements the Poisson Random Number Generator.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
Poisson(double dblLambda) Construct a Poisson Random Number Generator

Method Summary

Modifier and Type	Method and Description
double	lambda() Retrieve Lambda
double	random() Generate a Random Number according to the specified rule
SingleSequenceAgnosticMetrics	sequence(int iNumEntry, R1 distPopulation) Generate a Random Sequence along with its Metrics

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

sequence

Methods inherited from class java.lang.Object

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

Constructor Detail

Poisson

public Poisson(double dblLambda)
        throws java.lang.Exception

Construct a Poisson Random Number Generator

Parameters:

dblLambda - Lambda

Throws:

java.lang.Exception - Thrown if the inputs are invalid

Method Detail

lambda

public double lambda()

Retrieve Lambda

Returns:

Lambda

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

sequence

public SingleSequenceAgnosticMetrics sequence(int iNumEntry,
                                              R1 distPopulation)

Description copied from class: UnivariateSequenceGenerator

Generate a Random Sequence along with its Metrics

Overrides:

sequence in class UnivariateSequenceGenerator

Parameters:

iNumEntry - Number of Entries in the Sequence

distPopulation - The True Underlying Generator Distribution of the Population

Returns:

The Random Sequence (along with its Metrics)