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java.lang.Objectorg.apache.commons.math.random.UncorrelatedRandomVectorGenerator
public class UncorrelatedRandomVectorGenerator
A RandomVectorGenerator
that generates vectors with uncorrelated
components. Components of generated vectors follow (independent) Gaussian
distributions, with parameters supplied in the constructor.
Field Summary | |
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private NormalizedRandomGenerator |
generator
Underlying scalar generator. |
private double[] |
mean
Mean vector. |
private double[] |
standardDeviation
Standard deviation vector. |
Constructor Summary | |
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UncorrelatedRandomVectorGenerator(double[] mean,
double[] standardDeviation,
NormalizedRandomGenerator generator)
Simple constructor. |
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UncorrelatedRandomVectorGenerator(int dimension,
NormalizedRandomGenerator generator)
Simple constructor. |
Method Summary | |
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double[] |
nextVector()
Generate an uncorrelated random vector. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private final NormalizedRandomGenerator generator
private final double[] mean
private final double[] standardDeviation
Constructor Detail |
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public UncorrelatedRandomVectorGenerator(double[] mean, double[] standardDeviation, NormalizedRandomGenerator generator)
Build an uncorrelated random vector generator from its mean and standard deviation vectors.
mean
- expected mean values for each componentstandardDeviation
- standard deviation for each componentgenerator
- underlying generator for uncorrelated normalized
componentspublic UncorrelatedRandomVectorGenerator(int dimension, NormalizedRandomGenerator generator)
Build a null mean random and unit standard deviation uncorrelated vector generator
dimension
- dimension of the vectors to generategenerator
- underlying generator for uncorrelated normalized
componentsMethod Detail |
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public double[] nextVector()
nextVector
in interface RandomVectorGenerator
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