org.ojalgo.random.process
Class MultidimensionalProcess

java.lang.Object
  org.ojalgo.random.process.MultidimensionalProcess

All Implemented Interfaces:

RandomProcess<Distribution>

Deprecated. v32 Use GeometricBrownian1D or Wiener1D instead.

@Deprecated
public final class MultidimensionalProcess
extends Object
implements RandomProcess<Distribution>

MultidimensionalProcess

Author:

apete

Nested Class Summary

Nested classes/interfaces inherited from interface org.ojalgo.random.process.RandomProcess

RandomProcess.SimulationResults

Constructor Summary

MultidimensionalProcess(List<? extends org.ojalgo.random.process.AbstractProcess<?>> someProcs)
Deprecated.

MultidimensionalProcess(List<? extends org.ojalgo.random.process.AbstractProcess<?>> someProcs, Access2D<?> aCorrelationsMatrix)
Deprecated.

MultidimensionalProcess(List<? extends org.ojalgo.random.process.AbstractProcess<?>> someProcs, Access2D<?> aCorrelationsMatrix, Aggregator anAggregator)
Deprecated.

MultidimensionalProcess(List<? extends org.ojalgo.random.process.AbstractProcess<?>> someProcs, Aggregator anAggregator)
Deprecated.

Method Summary

Distribution	getDistribution(double aStepSize) Deprecated. Calling this method repeatedly gives the same ressult, unless you call RandomProcess.step(double) inbetween.
SimpleArray.Primitive	getValue() Deprecated.
void	setValue(Access1D<?> aValue) Deprecated.
RandomProcess.SimulationResults	simulate(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize) Deprecated.
double	step(double aStepSize) Deprecated. Calling this method repeatedly gives different, random, ressults.

Methods inherited from class java.lang.Object

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

Constructor Detail

MultidimensionalProcess

public MultidimensionalProcess(List<? extends org.ojalgo.random.process.AbstractProcess<?>> someProcs)

Deprecated.

MultidimensionalProcess

public MultidimensionalProcess(List<? extends org.ojalgo.random.process.AbstractProcess<?>> someProcs,
                               Access2D<?> aCorrelationsMatrix)

Deprecated.

MultidimensionalProcess

public MultidimensionalProcess(List<? extends org.ojalgo.random.process.AbstractProcess<?>> someProcs,
                               Access2D<?> aCorrelationsMatrix,
                               Aggregator anAggregator)

Deprecated.

MultidimensionalProcess

public MultidimensionalProcess(List<? extends org.ojalgo.random.process.AbstractProcess<?>> someProcs,
                               Aggregator anAggregator)

Deprecated.

Method Detail

getDistribution

public Distribution getDistribution(double aStepSize)

Deprecated.

Description copied from interface: RandomProcess

Calling this method repeatedly gives the same ressult, unless you call RandomProcess.step(double) inbetween.

Specified by:

getDistribution in interface RandomProcess<Distribution>

Parameters:

aStepSize - How far into the future?

Returns:

The distribution for the process value at that future time.

getValue

public SimpleArray.Primitive getValue()

Deprecated.

setValue

public void setValue(Access1D<?> aValue)

Deprecated.

simulate

public RandomProcess.SimulationResults simulate(int aNumberOfRealisations,
                                                int aNumberOfSteps,
                                                double aStepSize)

Deprecated.

Specified by:

simulate in interface RandomProcess<Distribution>

Returns:

An array of sample sets. The array has aNumberOfSteps elements, and each sample set has aNumberOfRealisations samples.

step

public double step(double aStepSize)

Deprecated.

Description copied from interface: RandomProcess

Calling this method repeatedly gives different, random, ressults. Further, calling this method should update the process state so that subsequent calls to getDistribution would be different.

Specified by:

step in interface RandomProcess<Distribution>

Parameters:

aStepSize - How far into the future?

Returns:

The new (randomly generated) process value at that future time.