com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.sde
Class PathByIdImpl

java.lang.Object
  com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.sde.PathByIdImpl

public class PathByIdImpl
extends java.lang.Object

This class implements some common methods to identify a path or a trajectory of a realization of a stochastic process. We tag each path by an ID so that there is a 1-1 correspondence between a realization and an identifier. Also, the same seed should give arise to the same realization for the purpose of repeated experiments.

Field Summary

TimeGrid

timePoints the set of discretized time points

Constructor Summary

PathByIdImpl(TimeGrid timePoints)
Construct a PathByIdImpl instance.

Method Summary

long	nextId() Generate an ID for this particular path.
void	seed(long seed) Seed the random number generator to produce repeatable realizations.
int	size() the number of time points
double	t(int pos) the pos-th time point in the time grid discretization

Methods inherited from class java.lang.Object

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

Field Detail

timePoints

public final TimeGrid timePoints

the set of discretized time points

Constructor Detail

PathByIdImpl

public PathByIdImpl(TimeGrid timePoints)

Construct a PathByIdImpl instance.

Parameters:

timePoints - specifying the time points in a grid

Method Detail

size

public int size()

the number of time points

Returns:

the number of time points

t

public double t(int pos)

the pos-th time point in the time grid discretization

Parameters:

pos - the index to the grid point

Returns:

t_pos

seed

public void seed(long seed)

Seed the random number generator to produce repeatable realizations.

Parameters:

seed - the seed

nextId

public long nextId()

Generate an ID for this particular path. There is a 1-1 correspondence between a path and an ID.

Returns:

a path ID