Class UncorrelatedRandomVectorGenerator

java.lang.Object
org.apache.commons.math3.random.UncorrelatedRandomVectorGenerator
All Implemented Interfaces:
RandomVectorGenerator

public class UncorrelatedRandomVectorGenerator extends Object implements RandomVectorGenerator
A RandomVectorGenerator that generates vectors with uncorrelated components. Components of generated vectors follow (independent) Gaussian distributions, with parameters supplied in the constructor.
Since:
1.2
  • Field Details

    • generator

      private final NormalizedRandomGenerator generator
      Underlying scalar generator.
    • mean

      private final double[] mean
      Mean vector.
    • standardDeviation

      private final double[] standardDeviation
      Standard deviation vector.
  • Constructor Details

    • 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 Details

    • 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