Package jsl.utilities.random.rvariable

Class AR1NormalRV

java.lang.Object

jsl.utilities.random.rvariable.AbstractRVariable

jsl.utilities.random.rvariable.AR1NormalRV

All Implemented Interfaces:

java.util.function.DoubleSupplier, GetNameIfc, GetValueIfc, IdentityIfc, PreviousValueIfc, RandomIfc, GetRandomNumberStreamIfc, RNStreamControlIfc, SetRandomNumberStreamIfc, NewAntitheticInstanceIfc, RVariableIfc, SampleIfc

public class AR1NormalRV
extends AbstractRVariable

Nested Class Summary

Nested classes/interfaces inherited from interface jsl.utilities.random.rvariable.RVariableIfc

RVariableIfc.RVType

Field Summary

Fields inherited from class jsl.utilities.random.rvariable.AbstractRVariable

myRNStream

Constructor Summary

Constructors

Constructor	Description
AR1NormalRV()	Creates an autoregressive order 1 normal, N(0,1) zero correlation process
AR1NormalRV(double correlation)	Creates an autoregressive order 1 normal, N(0,1) process
AR1NormalRV(double mean, double variance, double correlation)	Creates an autoregressive order 1 normal process
AR1NormalRV(double mean, double variance, double correlation, RNStreamIfc rng)	Creates an autoregressive order 1 normal process
AR1NormalRV(RNStreamIfc rng)

Method Summary

Modifier and Type	Method	Description
protected double	generate()
double	getErrorVariance()
double	getLag1Correlation()
double	getMean()
double	getVariance()
RVariableIfc	newInstance(RNStreamIfc rng)

Methods inherited from class jsl.utilities.random.rvariable.AbstractRVariable

advanceToNextSubstream, getAntitheticOption, getId, getName, getPreviousValue, getRandomNumberStream, getValue, newAntitheticInstance, newInstance, resetStartStream, resetStartSubstream, sample, setAntitheticOption, setName, setPreviousValue, setRandomNumberStream

Methods inherited from class java.lang.Object

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

Methods inherited from interface jsl.utilities.random.rng.GetRandomNumberStreamIfc

getStreamNumber

Methods inherited from interface jsl.utilities.random.rvariable.RVariableIfc

asDoubleStream, getAsDouble, getSumOfValues, newInstance

Methods inherited from interface jsl.utilities.random.SampleIfc

sample, sample

Methods inherited from interface jsl.utilities.random.rng.SetRandomNumberStreamIfc

setRandomNumberStream

Constructor Detail

AR1NormalRV

public AR1NormalRV()

Creates an autoregressive order 1 normal, N(0,1) zero correlation process

AR1NormalRV

public AR1NormalRV(RNStreamIfc rng)

AR1NormalRV

public AR1NormalRV(double correlation)

Creates an autoregressive order 1 normal, N(0,1) process

Parameters:

correlation -

AR1NormalRV

public AR1NormalRV(double mean,
                   double variance,
                   double correlation)

Creates an autoregressive order 1 normal process

Parameters:

mean -

variance -

correlation -

AR1NormalRV

public AR1NormalRV(double mean,
                   double variance,
                   double correlation,
                   RNStreamIfc rng)

Creates an autoregressive order 1 normal process

Parameters:

mean -

variance -

correlation -

rng -

Method Detail

newInstance

public RVariableIfc newInstance(RNStreamIfc rng)

Parameters:

rng - the RNStreamIfc to use

Returns:

a new instance with same parameter values

getMean

public final double getMean()

Returns:

The mean of the process

getVariance

public final double getVariance()

Returns:

The variance of the process

getErrorVariance

public final double getErrorVariance()

Returns:

The variance of the underlying errors

getLag1Correlation

public final double getLag1Correlation()

Returns:

Gets the lag 1 autocorrelation

generate

protected double generate()

Specified by:

generate in class AbstractRVariable

Returns:

the randomly generated variate