org.apache.commons.math3.random
public class UncorrelatedRandomVectorGenerator extends java.lang.Object implements RandomVectorGenerator
RandomVectorGenerator
that generates vectors with uncorrelated
components. Components of generated vectors follow (independent) Gaussian
distributions, with parameters supplied in the constructor.Modifier and Type | Field and Description |
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private NormalizedRandomGenerator |
generator
Underlying scalar generator.
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private double[] |
mean
Mean vector.
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private double[] |
standardDeviation
Standard deviation vector.
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Constructor and Description |
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UncorrelatedRandomVectorGenerator(double[] mean,
double[] standardDeviation,
NormalizedRandomGenerator generator)
Simple constructor.
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UncorrelatedRandomVectorGenerator(int dimension,
NormalizedRandomGenerator generator)
Simple constructor.
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Modifier and Type | Method and Description |
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double[] |
nextVector()
Generate an uncorrelated random vector.
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private final NormalizedRandomGenerator generator
private final double[] mean
private final double[] standardDeviation
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
componentspublic double[] nextVector()
nextVector
in interface RandomVectorGenerator
Copyright (c) 2003-2013 Apache Software Foundation