Top Description Fields Constructors Methods
org.apache.commons.math3.random

public Class UncorrelatedRandomVectorGenerator

extends Object
implements RandomVectorGenerator
Class Inheritance
All Implemented Interfaces
org.apache.commons.math3.random.RandomVectorGenerator
Imports
java.util.Arrays, org.apache.commons.math3.exception.DimensionMismatchException
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

Field Summary

Modifier and TypeField and Description
private final NormalizedRandomGenerator
generator

Underlying scalar generator.

private final double[]
mean

Mean vector.

private final double[]
standardDeviation

Standard deviation vector.

Constructor Summary

AccessConstructor and Description
public
UncorrelatedRandomVectorGenerator(double[]
expected mean values for each component
mean, double[]
standard deviation for each component
standardDeviation, NormalizedRandomGenerator
underlying generator for uncorrelated normalized components
generator)

Simple constructor.

public
UncorrelatedRandomVectorGenerator(int
dimension of the vectors to generate
dimension, NormalizedRandomGenerator
underlying generator for uncorrelated normalized components
generator)

Simple constructor.

Method Summary

Modifier and TypeMethod and Description
public double[]

Returns:

a random vector as a newly built array of double
nextVector()

Implements org.apache.commons.math3.random.RandomVectorGenerator.nextVector.

Generate an uncorrelated random vector.

Inherited from java.lang.Object:
cloneequalsfinalizegetClasshashCodenotifynotifyAlltoStringwaitwaitwait

Field Detail

generatorback to summary
private final NormalizedRandomGenerator generator

Underlying scalar generator.

meanback to summary
private final double[] mean

Mean vector.

standardDeviationback to summary
private final double[] standardDeviation

Standard deviation vector.

Constructor Detail

UncorrelatedRandomVectorGeneratorback to summary
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:double[]

expected mean values for each component

standardDeviation:double[]

standard deviation for each component

generator:NormalizedRandomGenerator

underlying generator for uncorrelated normalized components

UncorrelatedRandomVectorGeneratorback to summary
public UncorrelatedRandomVectorGenerator(int dimension, NormalizedRandomGenerator generator)

Simple constructor.

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

Parameters
dimension:int

dimension of the vectors to generate

generator:NormalizedRandomGenerator

underlying generator for uncorrelated normalized components

Method Detail

nextVectorback to summary
public double[] nextVector()

Implements org.apache.commons.math3.random.RandomVectorGenerator.nextVector.

Generate an uncorrelated random vector.

Returns:double[]

a random vector as a newly built array of double