org.ojalgo.random.process
Class WienerProcess

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

All Implemented Interfaces:

RandomProcess

public class WienerProcess
extends Object
implements RandomProcess

Constructor Summary

WienerProcess()

Method Summary

double	step() Default step count is 1.0.
double	step(double aStepCount) If the implementing class maintains state, the current value should be updated when calling this method.

Methods inherited from class java.lang.Object

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

Constructor Detail

WienerProcess

public WienerProcess()

Method Detail

step

public double step()

Description copied from interface: RandomProcess

Default step count is 1.0.

Specified by:

step in interface RandomProcess

step

public double step(double aStepCount)

Description copied from interface: RandomProcess

If the implementing class maintains state, the current value should be updated when calling this method.

Specified by:

step in interface RandomProcess