Package 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.
- Module = Numerical Core Module
- Library = Statistical Learning Library
- Project = Sequence
- Package = Random
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description Poisson(double dblLambda)
Construct a Poisson Random Number Generator -
Method Summary
Modifier and Type Method Description double
lambda()
Retrieve Lambdadouble
random()
Generate a Random Number according to the specified ruleSingleSequenceAgnosticMetrics
sequence(int iNumEntry, R1Univariate distPopulation)
Generate a Random Sequence along with its MetricsMethods 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
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Constructor Details
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Poisson
public Poisson(double dblLambda) throws java.lang.ExceptionConstruct a Poisson Random Number Generator- Parameters:
dblLambda
- Lambda- Throws:
java.lang.Exception
- Thrown if the inputs are invalid
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Method Details
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lambda
public double lambda()Retrieve Lambda- Returns:
- Lambda
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random
public double random()Description copied from class:UnivariateSequenceGenerator
Generate a Random Number according to the specified rule- Specified by:
random
in classUnivariateSequenceGenerator
- Returns:
- The Random Number
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sequence
Description copied from class:UnivariateSequenceGenerator
Generate a Random Sequence along with its Metrics- Overrides:
sequence
in classUnivariateSequenceGenerator
- Parameters:
iNumEntry
- Number of Entries in the SequencedistPopulation
- The True Underlying Generator Distribution of the Population- Returns:
- The Random Sequence (along with its Metrics)
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