Package 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 Description
    UnivariateSequenceGenerator()  

  • Method Summary

    Modifier and Type Method 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, R1Univariate 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 Details

    • UnivariateSequenceGenerator

      public UnivariateSequenceGenerator()

  • Method Details

    • 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, R1Univariate 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)