Package jsl.utilities.random.sp

Class DMarkovChain

java.lang.Object

jsl.utilities.random.sp.DMarkovChain

public class DMarkovChain
extends java.lang.Object

Randomly generates the states of a discrete Markov Chain. Assumes that the states are labeled 1, 2, 3, etc. The transition probabilities are supplied as an array of arrays. cdf[0] holds the array of transition probabilities for transition to each state {p11, p12, p13, .., p1n} for state 1 cdf[1] holds the array of transition probabilities for transition to each state {p21, p22, p23, .., p2n} for state 2 etc.

Field Summary

Fields

Modifier and Type	Field	Description
protected RNStreamIfc	myRNG	myRNStream provides a reference to the underlying stream of random numbers

Constructor Summary

Constructors

Constructor	Description
DMarkovChain(int initialState, double[][] prob)
DMarkovChain(int initialState, double[][] prob, RNStreamIfc rng)

Method Summary

Modifier and Type	Method	Description
void	advanceToNextSubstream()
boolean	getAntitheticOption()
int	getInitialState()
RNStreamIfc	getRandomNumberGenerator()
int	getState()
static void	main(java.lang.String[] args)
int	next()	Causes a transition to the next state and returns it
void	reset()	Sets the state back to the initial state
void	resetStartStream()
void	resetStartSubstream()
void	setAntitheticOption(boolean flag)
void	setInitialState(int initialState)
void	setRandomNumberGenerator(RNStreamIfc rng)	Sets the underlying random number generator for the distribution Throws a NullPointerException if rng is null
void	setState(int state)	Causes the chain to be in the supplied state, without any transition

Methods inherited from class java.lang.Object

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

Field Detail

myRNG

protected RNStreamIfc myRNG

myRNStream provides a reference to the underlying stream of random numbers

Constructor Detail

DMarkovChain

public DMarkovChain(int initialState,
                    double[][] prob)

Parameters:

initialState - the initial starting state as an integer

prob - the transition probability array, holds the probabilities across the states

DMarkovChain

public DMarkovChain(int initialState,
                    double[][] prob,
                    RNStreamIfc rng)

Parameters:

initialState - the initial starting state as an integer

prob - the transition probability array, holds the probabilities across the states

rng - the random number stream

Method Detail

reset

public final void reset()

Sets the state back to the initial state

setInitialState

public final void setInitialState(int initialState)

Parameters:

initialState - the initial state, must be 1, 2, etc. to number of states

getInitialState

public final int getInitialState()

Returns:

the initial state for the chain

setState

public final void setState(int state)

Causes the chain to be in the supplied state, without any transition

Parameters:

state - the state to be in

getState

public final int getState()

Returns:

the current state, without the transition

next

public final int next()

Causes a transition to the next state and returns it

Returns:

the next state

getRandomNumberGenerator

public final RNStreamIfc getRandomNumberGenerator()

setRandomNumberGenerator

public final void setRandomNumberGenerator(RNStreamIfc rng)

Sets the underlying random number generator for the distribution Throws a NullPointerException if rng is null

Parameters:

rng - the reference to the random number generator

advanceToNextSubstream

public void advanceToNextSubstream()

resetStartStream

public void resetStartStream()

resetStartSubstream

public void resetStartSubstream()

setAntitheticOption

public void setAntitheticOption(boolean flag)

getAntitheticOption

public boolean getAntitheticOption()

main

public static void main(java.lang.String[] args)

Parameters:

args - the command line arguments