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 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 $

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
 

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


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