Package org.drip.sequence.random

Correlated Multi-Factor Sequence Generator

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
Binary	Binary implements the Standard {0, 1}-valued Binary Random Number Generator.
Bounded	Bounded implements the Bounded Random Univariate Generator with a Lower and an upper Bound.
BoundedGaussian	BoundedGaussian implements the Bounded Gaussian Distribution, with a Gaussian Distribution between a lower and an upper Bound.
BoundedUniform	BoundedUniform implements the Bounded Uniform Distribution, with a Uniform Distribution between a lower and an upper Bound.
BoundedUniformInteger	BoundedUniformInteger implements the Bounded Uniform Distribution, with a Uniform Integer being generated between a lower and an upper Bound.
BoxMullerGaussian	BoxMullerGaussian implements the Univariate Gaussian Random Number Generator.
MultivariateSequenceGenerator	MultivariateSequenceGenerator implements the Multivariate Random Sequence Generator Functionality.
Poisson	Poisson implements the Poisson Random Number Generator.
PrincipalFactorSequenceGenerator	PrincipalFactorSequenceGenerator implements the Principal Factors Based Multivariate Random Sequence Generator Functionality.
UnivariateSequenceGenerator	UnivariateSequenceGenerator implements the Univariate Random Sequence Generator Functionality.