Package org.drip.measure.crng

Class RdRandomSequence

java.lang.Object

org.drip.measure.crng.RdRandomSequence

public class RdRandomSequence
extends java.lang.Object

RdRandomSequence generates 1D and 2D random arrays.

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = R^d Continuous/Discrete Probability Measures
• Package = Continuous Random Number Stream Generator

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
RdRandomSequence()

Method Summary

Modifier and Type	Method	Description
static double[]	OneD(int elementCount, double maximumElement, boolean isEntryInteger)	Construct a 1D Array of Random Elements up to the Maximum Value
static double[][]	PeriodicTridiagonal(int elementCount, double maximumElement, boolean isEntryInteger)	Construct a Periodic Tridiagonal Matrix of Random Elements up to the Maximum Value
static double[][]	Tridiagonal(int elementCount, double maximumElement, boolean isEntryInteger)	Construct a Tridiagonal Matrix of Random Elements up to the Maximum Value
static double[][]	TwoD(int elementCount, double maximumElement, boolean isEntryInteger)	Construct a 2D Matrix of Random Elements up to the Maximum Value

Methods inherited from class java.lang.Object

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

Constructor Details

RdRandomSequence

public RdRandomSequence()

Method Details

OneD

public static final double[] OneD(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct a 1D Array of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

1D Array of Random Elements up to the Maximum Value

TwoD

public static final double[][] TwoD(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct a 2D Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

2D Matrix of Random Elements up to the Maximum Value

Tridiagonal

public static final double[][] Tridiagonal(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct a Tridiagonal Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Tridiagonal Matrix of Random Elements up to the Maximum Value

PeriodicTridiagonal

public static final double[][] PeriodicTridiagonal(int elementCount,
double maximumElement,
boolean isEntryInteger)

Construct a Periodic Tridiagonal Matrix of Random Elements up to the Maximum Value

Parameters:

elementCount - Number of Elements in the Array

maximumElement - Maximum Element

isEntryInteger - TRUE - Entry is an Integer

Returns:

Periodic Tridiagonal Matrix of Random Elements up to the Maximum Value