R1.2.2

KSLCore/ksl.utilities.random.rvariable/MVRVariable

MVRVariable

abstract class MVRVariable @JvmOverloads constructor(streamNum: Int = 0, val streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null) : MVRVariableIfc, IdentityIfc, RNStreamControlIfc(source)

An abstract base class for building multi-variate random variables. Implement the random generation procedure in the method generate().

Parameters

streamNum

the random number stream number, defaults to 0, which means the next stream

streamProvider

the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider

name

an optional name

Inheritors

BVGaussianCopula

BVGaussianCopulaRV

BivariateLogNormalRV

BivariateNormalRV

MVGaussianCopula

MVGaussianCopulaRV

MVIndependentMarginals

MVIndependentRV

Constructors

constructor(streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)

Properties

advanceToNextSubStreamOption

open override var advanceToNextSubStreamOption: Boolean

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

open override var antithetic: Boolean

Tells the stream to start producing antithetic variates

var previous: DoubleArray

The last (previous) randomly generated value. This value does not change until the next randomly generated value is obtained

resetStartStreamOption

open override var resetStartStreamOption: Boolean

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

open override val streamNumber: Int

override val streamProvider: RNStreamProviderIfc

val value: DoubleArray

The randomly generated values. Each access to value will result in a new sample

Functions

advanceToNextSubStream

open override fun advanceToNextSubStream()

Positions the RNG at the beginning of its next substream

antitheticInstance

open override fun antitheticInstance(): MVRVariableIfc

fun previous(): DoubleArray

The last (previous) randomly generated value. This value does not change until the next randomly generated value is obtained

resetStartStream

open override 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.

resetStartSubStream

open override fun resetStartSubStream()

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

open override 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

fun value(): DoubleArray

The randomly generated values. Each call to value() will result in a new sample