RVariable
An interface for defining random variables. The methods sample() and getValue() gets a new value of the random variable sampled accordingly. The method getPreviousValue() returns the value from the last call to sample() or getValue(). The value returned by getPreviousValue() stays the same until the next call to sample() or getValue(). The methods sample() or getValue() always get the next random value. If sample() or getValue() is never called then getPreviousValue() returns Double.NaN. Use sample() or getValue() to get a new random value and use getPreviousValue() to get the last sampled value.
The preferred approach to creating random variables is to subclass RVariable.
Inheritors
Properties
If true, the stream will automatically participate in having its stream advanced to the next sub-stream via stream managers
Tells the stream to start producing antithetic variates
The previous value from the sequence of values a double representing the last value in the sequence
If true, the stream will automatically participate in having its stream reset to its start stream via stream managers
Functions
Positions the RNG at the beginning of its next substream
Creates an instance of the random variable that is independent of the underlying stream provider but has an underlying stream that is in the exact same state as the random variable's stream, except that it is set to produce antithetic pseudo-random numbers (1-u). That is, its stream is a clone and will produce the antithetic sequence of pseudo-random numbers (i.e. 1-u1, 1-u2, 1-u3,...).
Creates an instance of the random variable that is independent of the underlying stream provider but has an underlying stream that is in the exact same state as the random variable's stream. That is, its stream is a clone and will produce the same sequence of pseudo-random numbers (i.e. common random numbers).
An instance of the random variable with the stream provided by the same underlying stream provider
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.
Resets the position of the RNG at the start of the current substream
Generates the number of columns nCols with each column holding a random sample of size sampleSize
Generates the number of rows nRows with each row holding a random sample of size sampleSize
Fills the supplied matrix with randomly generated values
Fills the supplied array with randomly generated values