This class is the multivariate counterpart of. More...

Inheritance diagram for umontreal.ssj.randvarmulti.RandomMultivariateGen:

Public Member Functions
abstract void	nextPoint (double[] p)
	Generates a random point \(p\) using the the stream contained in this object.
void	nextArrayOfPoints (double[][] v, int start, int n)
	Generates \(n\) random points.
int	getDimension ()
	Returns the dimension of this multivariate generator (the dimension of the random points).
RandomStream	getStream ()
	Returns the umontreal.ssj.rng.RandomStream used by this object.
void	setStream (RandomStream stream)
	Sets the umontreal.ssj.rng.RandomStream used by this object to stream.

Detailed Description

This class is the multivariate counterpart of.

umontreal.ssj.randvar.RandomVariateGen. It is the base class for general random variate generators over the \(d\)-dimensional real space \(\mathbb{R}^d\). It specifies the signature of the nextPoint method, which is normally called to generate a random vector from a given distribution. Contrary to univariate distributions and generators, here the inversion method is not well defined, so we cannot construct a multivariate generator simply by passing a multivariate distribution and a stream; we must specify a generating method as well. For this reason, this class is abstract. Generators can be constructed only by invoking the constructor of a subclass. This is an important difference with umontreal.ssj.randvar.RandomVariateGen.

 <div class="SSJ-bigskip"></div>

Definition at line 51 of file RandomMultivariateGen.java.

Member Function Documentation

◆ getDimension()

int umontreal.ssj.randvarmulti.RandomMultivariateGen.getDimension ( )

Returns the dimension of this multivariate generator (the dimension of the random points).

Definition at line 89 of file RandomMultivariateGen.java.

◆ getStream()

RandomStream umontreal.ssj.randvarmulti.RandomMultivariateGen.getStream ( )

Returns the umontreal.ssj.rng.RandomStream used by this object.

Returns: the stream associated to this object

Definition at line 98 of file RandomMultivariateGen.java.

◆ nextArrayOfPoints()

void umontreal.ssj.randvarmulti.RandomMultivariateGen.nextArrayOfPoints	(	double	v[][],
		int	start,
		int	n )

Generates \(n\) random points.

These points are stored in the array v, starting at index start. Thus v[start][i] contains coordinate \(i\) of the first generated point. By default, this method calls nextPoint \(n\) times, but one can override it in subclasses for better efficiency. The array argument v[][d] must have \(d\) elements reserved for each generated point before calling this method.

Parameters

v	array in which the variates will be stored
start	starting index, in v, of the new variates
n	number of variates to generate

Definition at line 78 of file RandomMultivariateGen.java.

◆ nextPoint()

abstract void umontreal.ssj.randvarmulti.RandomMultivariateGen.nextPoint ( double[] p )

abstract

Generates a random point \(p\) using the the stream contained in this object.

Reimplemented in umontreal.ssj.randvarmulti.DirichletGen, umontreal.ssj.randvarmulti.IIDMultivariateGen, umontreal.ssj.randvarmulti.MultinormalCholeskyGen, umontreal.ssj.randvarmulti.MultinormalGen, and umontreal.ssj.randvarmulti.MultinormalPCAGen.

◆ setStream()

void umontreal.ssj.randvarmulti.RandomMultivariateGen.setStream ( RandomStream stream )

Sets the umontreal.ssj.rng.RandomStream used by this object to stream.

Definition at line 107 of file RandomMultivariateGen.java.

The documentation for this class was generated from the following file:

src/main/java/umontreal/ssj/randvarmulti/RandomMultivariateGen.java

SSJ API Documentation Stochastic Simulation in Java