org.apache.commons.math.random

Class UncorrelatedRandomVectorGenerator

java.lang.Object

org.apache.commons.math.random.UncorrelatedRandomVectorGenerator

All Implemented Interfaces:

RandomVectorGenerator

public class UncorrelatedRandomVectorGenerator
extends java.lang.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:

$Revision: 962515 $ $Date: 2010-07-09 15:15:28 +0200 (ven. 09 juil. 2010) $

Field Summary

Fields

Modifier and Type	Field and Description
private NormalizedRandomGenerator	generator Underlying scalar generator.
private double[]	mean Mean vector.
private double[]	standardDeviation Standard deviation vector.

Constructor Summary

Constructors

Constructor and Description
UncorrelatedRandomVectorGenerator(double[] mean, double[] standardDeviation, NormalizedRandomGenerator generator) Simple constructor.
UncorrelatedRandomVectorGenerator(int dimension, NormalizedRandomGenerator generator) Simple constructor.

Method Summary

Methods

Modifier and Type	Method and Description
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

Field Detail

generator

private final NormalizedRandomGenerator generator

Underlying scalar generator.

mean

private final double[] mean

Mean vector.

standardDeviation

private final double[] standardDeviation

Standard deviation vector.

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