com.numericalmethod.suanshu.stats.stochasticprocess.univariate
Interface Realization

All Superinterfaces:

Realization, TimeSeries<java.lang.Double,java.lang.Double>

public interface Realization
extends Realization

This interface defines the Iterator for generating (reading) a realization of a univariate random process.

According to the Lévy–Khintchine representation, for a stochastic process, we have

the absolutely continuous part such that the increment dB is proportional to the square root of time increment dt

Nested Class Summary

static class

Realization.Iterator This Iterator support lazy evaluation/generation of a realization from a stochastic process.

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.Realization

Realization.Entry

Method Summary

Realization.Iterator	iterator() Get an Iterator to read this real number -indexed univariate time series.
double	lastValue() Get the ending value of a realization, i.e., the value at the end of the time interval, e.g., ω(T).

Methods inherited from interface com.numericalmethod.suanshu.stats.timeseries.univariate.TimeSeries

toArray

Methods inherited from interface com.numericalmethod.suanshu.stats.timeseries.TimeSeries

size

Method Detail

iterator

Realization.Iterator iterator()

Description copied from interface: Realization

Get an Iterator to read this real number -indexed univariate time series.

Specified by:

iterator in interface Realization

Specified by:

iterator in interface TimeSeries<java.lang.Double,java.lang.Double>

Returns:

an iterator

lastValue

double lastValue()

Get the ending value of a realization, i.e., the value at the end of the time interval, e.g., ω(T).

Returns:

the ending value of a realization