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.

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

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

BoxMullerGaussian(double dblMean, double dblVariance)
BoxMullerGaussian Constructor

Method Summary

Modifier and Type	Method	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 Details
- 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 Details
- 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