com.numericalmethod.suanshu.stats.timeseries.multivariate.realtime
Interface MultiVariateRealization

All Superinterfaces:

MultiVariateTimeSeries<java.lang.Double>, TimeSeries<java.lang.Double,Vector>

All Known Subinterfaces:

MultiVariateRealization

All Known Implementing Classes:

RandomWalk.MultiVariateRealization

public interface MultiVariateRealization
extends MultiVariateTimeSeries<java.lang.Double>

This represents a multivariate time series indexed by real numbers, e.g., real time. The entries are in the pair:(t, vector).

This time of series is often seen in the studies of stochastic process, where the time set is a continuum.

See Also:

Wikipedia: Stochastic process

Nested Class Summary

static class	MultiVariateRealization.Entry the TimeSeries.Entry for a real number -indexed multivariate time series
static class	MultiVariateRealization.Iterator the Iterator to read a real number -indexed multivariate time series

Method Summary

MultiVariateRealization.Iterator

iterator() Get an iterator to read this real number -indexed multivariate time series.

Methods inherited from interface com.numericalmethod.suanshu.stats.timeseries.multivariate.MultiVariateTimeSeries

dimension, toMatrix

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

size

Method Detail

iterator

MultiVariateRealization.Iterator iterator()

Get an iterator to read this real number -indexed multivariate time series.

Specified by:

iterator in interface MultiVariateTimeSeries<java.lang.Double>

Specified by:

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

Returns:

an iterator