UncorrelatedRandomVectorGenerator
org.apache.commons.math3.random

Class UncorrelatedRandomVectorGenerator

    • Constructor Detail

      • UncorrelatedRandomVectorGenerator

        public UncorrelatedRandomVectorGenerator(double[] mean,                                 double[] standardDeviation,                                 NormalizedRandomGenerator generator)
        Simple constructor.

        Build an uncorrelated random vector generator from its mean and standard deviation vectors.

        Parameters:
        mean - expected mean values for each component
        standardDeviation - standard deviation for each component
        generator - underlying generator for uncorrelated normalized components
      • UncorrelatedRandomVectorGenerator

        public UncorrelatedRandomVectorGenerator(int dimension,                                 NormalizedRandomGenerator generator)
        Simple constructor.

        Build a null mean random and unit standard deviation uncorrelated vector generator

        Parameters:
        dimension - dimension of the vectors to generate
        generator - underlying generator for uncorrelated normalized components
    • Method Detail

      • nextVector

        public double[] nextVector()
        Generate an uncorrelated random vector.
        Specified by:
        nextVector in interface RandomVectorGenerator
        Returns:
        a random vector as a newly built array of double

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