org.apache.commons.math3.random
Class UncorrelatedRandomVectorGenerator

java.lang.Object
  org.apache.commons.math3.random.UncorrelatedRandomVectorGenerator

All Implemented Interfaces:

RandomVectorGenerator

public class UncorrelatedRandomVectorGenerator
extends Object
implements RandomVectorGenerator

A RandomVectorGenerator that generates vectors with uncorrelated components. Components of generated vectors follow (independent) Gaussian distributions, with parameters supplied in the constructor.

Since:

1.2

Version:

$Id: UncorrelatedRandomVectorGenerator.java 3720 2012-03-16 16:34:17Z CardosoP $

Constructor Summary

UncorrelatedRandomVectorGenerator(double[] mean, double[] standardDeviation, NormalizedRandomGenerator generator)
Simple constructor.

UncorrelatedRandomVectorGenerator(int dimension, NormalizedRandomGenerator generator)
Simple constructor.

Method Summary

double[]

nextVector() Generate an uncorrelated random vector.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

UncorrelatedRandomVectorGenerator

public UncorrelatedRandomVectorGenerator(double[] mean,
                                         double[] standardDeviation,
                                         NormalizedRandomGenerator generator)

Simple constructor.

Build an uncorrelated random vector generator from its mean and standard deviation vectors.

Parameters:

mean - expected mean values for each component

standardDeviation - standard deviation for each component

generator - underlying generator for uncorrelated normalized components

UncorrelatedRandomVectorGenerator

public UncorrelatedRandomVectorGenerator(int dimension,
                                         NormalizedRandomGenerator generator)

Simple constructor.

Build a null mean random and unit standard deviation uncorrelated vector generator

Parameters:

dimension - dimension of the vectors to generate

generator - underlying generator for uncorrelated normalized components

Method Detail

nextVector

public double[] nextVector()

Generate an uncorrelated random vector.

Specified by:

nextVector in interface RandomVectorGenerator

Returns:

a random vector as a newly built array of double