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.

Module = Numerical Core Module
Library = Statistical Learning Library
Project = Sequence
Package = Random

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

BoundedGaussian(double dblMean, double dblVariance, double dblLowerBound, double dblUpperBound)
BoundedGaussian Constructor
Method Summary

Modifier and Type Method 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 Details
- 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 Details
- 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