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

Class RandomWalk.Realization

java.lang.Object

com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.sde.RandomWalk.Realization

All Implemented Interfaces:

TimeSeries<java.lang.Double,java.lang.Double,Realization.Entry>, Realization, java.io.Serializable, java.lang.Iterable<Realization.Entry>

Enclosing class:

RandomWalk

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

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.stats.stochasticprocess.univariate.Realization

Realization.Iterator

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.Realization

Realization.Entry

Field Summary

Fields

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

Method Summary

Modifier and Type	Method and Description
Realization.Iterator	iterator()
double	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.
double[]	toArray() Convert this time series into an array, discarding the timestamps.

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 double 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,java.lang.Double,Realization.Entry>

Returns:

the time series length

iterator

public Realization.Iterator iterator()

Specified by:

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

toArray

public double[] toArray()

Description copied from interface: TimeSeries

Convert this time series into an array, discarding the timestamps.

Returns:

the array representation of the time series

lastValue

public double lastValue()

Description copied from interface: Realization

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