com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.sde
Class RandomWalk.Realization

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

All Implemented Interfaces:

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

Enclosing class:

RandomWalk

public class RandomWalk.Realization
extends java.lang.Object
implements Realization

Nested Class Summary

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

Realization.Iterator

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

Realization.Entry

Field Summary

long	id the ID of this particular realization
double	x0 the initial value of the realization

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).
int	size() the length of the time series
double[]	toArray() Convert this time series into an array.

Methods inherited from class java.lang.Object

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

Field Detail

id

public final long id

the ID of this particular realization

x0

public final double x0

the initial value of the realization

Method Detail

size

public int size()

Description copied from interface: TimeSeries

the length of the time series

Specified by:

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

Returns:

the size

iterator

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

Specified by:

iterator in interface Realization

Returns:

an iterator

toArray

public double[] toArray()

Description copied from interface: TimeSeries

Convert this time series into an array.

Returns:

the array representation of the time series

lastValue

public double lastValue()

Description copied from interface: Realization

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