com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.integration.sde

Class RandomWalk.MultiVariateRealization

java.lang.Object

com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.integration.sde.RandomWalk.MultiVariateRealization

All Implemented Interfaces:

MultiVariateTimeSeries<java.lang.Double,MultiVariateRealization.Entry>, MultiVariateRealization, TimeSeries<java.lang.Double,Vector,MultiVariateRealization.Entry>, java.io.Serializable, java.lang.Iterable<MultiVariateRealization.Entry>

Enclosing class:

RandomWalk

public class RandomWalk.MultiVariateRealization
extends java.lang.Object
implements MultiVariateRealization

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.MultiVariateRealization

MultiVariateRealization.Iterator

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.stats.timeseries.multivariate.realtime.MultiVariateRealization

MultiVariateRealization.Entry

Field Summary

Fields

Modifier and Type	Field and Description
long	id the ID of this particular realization
Vector	x0 the initial value of the realization

Method Summary

Modifier and Type	Method and Description
int	dimension() Get the dimension of the multivariate time series.
MultiVariateRealization.Iterator	iterator()
Vector	lastValue() Get the ending value of a realization, i.e., the value at the end of the time interval, e.g., ω(T).
int	size() Get the length of the time series.
Matrix	toMatrix() Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface java.lang.Iterable

forEach, spliterator

Field Detail

id

public final long id

the ID of this particular realization

x0

public final Vector x0

the initial value of the realization

Method Detail

size

public int size()

Description copied from interface: TimeSeries

Get the length of the time series.

Specified by:

size in interface TimeSeries<java.lang.Double,Vector,MultiVariateRealization.Entry>

Returns:

the time series length

dimension

public int dimension()

Description copied from interface: MultiVariateTimeSeries

Get the dimension of the multivariate time series.

Specified by:

dimension in interface MultiVariateTimeSeries<java.lang.Double,MultiVariateRealization.Entry>

Returns:

the multivariate time series dimension

iterator

public MultiVariateRealization.Iterator iterator()

Specified by:

iterator in interface java.lang.Iterable<MultiVariateRealization.Entry>

lastValue

public Vector lastValue()

Description copied from interface: MultiVariateRealization

Get the ending value of a realization, i.e., the value at the end of the time interval, e.g., ω(T).

Returns:

the ending value of a realization

toMatrix

public Matrix toMatrix()

Description copied from interface: MultiVariateTimeSeries

Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.

Specified by:

toMatrix in interface MultiVariateTimeSeries<java.lang.Double,MultiVariateRealization.Entry>

Returns:

the matrix representation of this time series