org.apache.commons.math3.random
Class UncorrelatedRandomVectorGenerator

java.lang.Object
  extended by org.apache.commons.math3.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:
$Id: UncorrelatedRandomVectorGenerator.java 1416643 2012-12-03 19:37:14Z tn $

Field Summary
private  NormalizedRandomGenerator generator
          Underlying scalar generator.
private  double[] mean
          Mean vector.
private  double[] standardDeviation
          Standard deviation vector.
 
Constructor Summary
UncorrelatedRandomVectorGenerator(double[] mean, double[] standardDeviation, NormalizedRandomGenerator generator)
          Simple constructor.
UncorrelatedRandomVectorGenerator(int dimension, NormalizedRandomGenerator generator)
          Simple constructor.
 
Method Summary
 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


Copyright (c) 2003-2013 Apache Software Foundation