MVRVariableIfc

An interface for defining multi-variate random variables

Inheritors

Properties

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If true, the stream will automatically participate in having its stream advanced to the next sub-stream via stream managers

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abstract var antithetic: Boolean

Tells the stream to start producing antithetic variates

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abstract val dimension: Int

the expected size of the array from sample()

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If true, the stream will automatically participate in having its stream reset to its start stream via stream managers

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abstract var rnStream: RNStreamIfc

the underlying stream of random numbers

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open val streamNumber: Int

Functions

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abstract fun advanceToNextSubStream()

Positions the RNG at the beginning of its next substream

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abstract fun instance(stream: RNStreamIfc): MVRVariableIfc
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abstract fun resetStartStream()

The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized.

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abstract fun resetStartSubStream()

Resets the position of the RNG at the start of the current substream

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open fun sample(): DoubleArray

open fun sample(values: Array<DoubleArray>)

Fills the supplied array of arrays with randomly generated samples

abstract fun sample(array: DoubleArray)

Fills the supplied array with a sample of values. This method avoids the creation of a new array. The size of the array must match dimension

open fun sample(sampleSize: Int): List<DoubleArray>

Generates a list holding the randomly generated arrays of the given dimension. Thus, the elements of the list are the arrays holding the sampled values.

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open fun sampleByColumn(sampleSize: Int): Array<DoubleArray>

Generates a sample by columns of values. The returned array will hold arrays of values, with each element being an array of size sampleSize. That is a 2-D array with nRows = dimension and nColumns = sample size

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open fun useStreamNumber(streamNumber: Int)

Assigns the stream associated with the supplied number from the default RNStreamProvider