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java.lang.Objectorg.apache.commons.math.random.UncorrelatedRandomVectorGenerator
public class UncorrelatedRandomVectorGenerator
A RandomVectorGenerator that generates vectors with uncorrelated
components. Components of generated vectors follow (independent) Gaussian
distributions, with parameters supplied in the constructor.
| Constructor Summary | |
|---|---|
UncorrelatedRandomVectorGenerator(double[] mean,
double[] standardDeviation,
NormalizedRandomGenerator generator)
Simple constructor. |
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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 |
|---|
public UncorrelatedRandomVectorGenerator(double[] mean,
double[] standardDeviation,
NormalizedRandomGenerator generator)
Build an uncorrelated random vector generator from its mean and standard deviation vectors.
mean - expected mean values for each componentstandardDeviation - standard deviation for each componentgenerator - underlying generator for uncorrelated normalized
components
public UncorrelatedRandomVectorGenerator(int dimension,
NormalizedRandomGenerator generator)
Build a null mean random and unit standard deviation uncorrelated vector generator
dimension - dimension of the vectors to generategenerator - underlying generator for uncorrelated normalized
components| Method Detail |
|---|
public double[] nextVector()
nextVector in interface RandomVectorGenerator
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