org.drip.sequence.random

Class UnivariateSequenceGenerator

java.lang.Object

org.drip.sequence.random.UnivariateSequenceGenerator

Direct Known Subclasses:

Bounded, BoundedUniformInteger, BoxMullerGaussian, Poisson

public abstract class UnivariateSequenceGenerator
extends java.lang.Object

UnivariateSequenceGenerator implements the Univariate Random Sequence Generator Functionality.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
UnivariateSequenceGenerator()

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Detail

UnivariateSequenceGenerator

public UnivariateSequenceGenerator()

Method Detail

random

public abstract double random()

Generate a Random Number according to the specified rule

Returns:

The Random Number

sequence

public double[] sequence(int iNumEntry)

Generate a Random Sequence

Parameters:

iNumEntry - Number of Entries in the Sequence

Returns:

The Random Sequence

sequence

public SingleSequenceAgnosticMetrics sequence(int iNumEntry,
                                              R1 distPopulation)

Generate a Random Sequence along with its Metrics

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)