com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.integration.sde
Class RandomWalk.Iterator

java.lang.Object
  com.numericalmethod.suanshu.stats.timeseries.TimeSeries.Iterator<E>
      com.numericalmethod.suanshu.stats.timeseries.multivariate.MultiVariateTimeSeries.Iterator<MultiVariateRealization.Entry>
          com.numericalmethod.suanshu.stats.timeseries.multivariate.realtime.MultiVariateRealization.Iterator
              com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.MultiVariateRealization.Iterator
                  com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.integration.sde.RandomWalk.Iterator

All Implemented Interfaces:

java.util.Iterator<MultiVariateRealization.Entry>

Enclosing class:

RandomWalk

public class RandomWalk.Iterator
extends MultiVariateRealization.Iterator

This iterates a deterministic realization (time series) of a multivariate stochastic process. The construction is done by Random Walk.

Field Summary

Fields inherited from class com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.MultiVariateRealization.Iterator

d

Fields inherited from class com.numericalmethod.suanshu.stats.timeseries.TimeSeries.Iterator

length, pos, ts

Method Summary

double	t(int pos) Get the current timestamp of the realization.
Vector	xt(int pos) Get the current value of the realization.

Methods inherited from class com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.MultiVariateRealization.Iterator

dB, next, nextValue, Zt

Methods inherited from class com.numericalmethod.suanshu.stats.timeseries.TimeSeries.Iterator

hasNext, position, remove

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

t

public double t(int pos)

Description copied from class: MultiVariateRealization.Iterator

Get the current timestamp of the realization.

Specified by:

t in class MultiVariateRealization.Iterator

Parameters:

pos - the index to the current Entry

Returns:

the current timestamp

xt

public Vector xt(int pos)

Get the current value of the realization.

This is an implementation of the Random Walk construction.

Specified by:

xt in class MultiVariateRealization.Iterator

Parameters:

pos - the index to the current Entry

Returns:

the current value