com.numericalmethod.suanshu.stats.random.multivariate

Interface RandomVectorGenerator

All Superinterfaces:

java.io.Serializable

All Known Implementing Classes:

ConcurrentCachedRVG, IID, MultinomialRvg, NormalRvg, UniformDistributionOverBox

public interface RandomVectorGenerator
extends java.io.Serializable

A (pseudo) multivariate random number generator samples a random vector from a multivariate distribution. The elements in a vector can be correlated.

See Also:

• Wikipedia: Multivariate random variable
• Wikipedia: Random number generation
• Wikipedia: Pseudorandom number generator

Method Summary

Modifier and Type	Method and Description
double[]	nextVector() Get the next random vector.
void	seed(long... seeds) Seed the random vector generator to produce repeatable sequences.

Method Detail

seed

void seed(long... seeds)

Seed the random vector generator to produce repeatable sequences.

Parameters:

seeds - the seeds

nextVector

double[] nextVector()

Get the next random vector.

Returns:

the next random vector