com.opengamma.strata.math.impl.random

Class NormalRandomNumberGenerator

java.lang.Object

com.opengamma.strata.math.impl.random.NormalRandomNumberGenerator

All Implemented Interfaces:

RandomNumberGenerator

public class NormalRandomNumberGenerator
extends Object
implements RandomNumberGenerator

Random number generator based on ProbabilityDistribution.

Constructor Summary

Constructors

Constructor and Description
NormalRandomNumberGenerator(double mean, double sigma) Creates an instance.
NormalRandomNumberGenerator(double mean, double sigma, RandomEngine engine) Creates an instance.

Method Summary

Modifier and Type	Method and Description
double[]	getVector(int size) Gets an array of random numbers.
List<double[]>	getVectors(int arraySize, int listSize) Gets a list of random number arrays.

Methods inherited from class java.lang.Object

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

Constructor Detail

NormalRandomNumberGenerator

public NormalRandomNumberGenerator(double mean,
                                   double sigma)

Creates an instance.

Parameters:

mean - the mean

sigma - the sigma

NormalRandomNumberGenerator

public NormalRandomNumberGenerator(double mean,
                                   double sigma,
                                   RandomEngine engine)

Creates an instance.

Parameters:

mean - the mean

sigma - the sigma

engine - the random number engine

Method Detail

getVector

public double[] getVector(int size)

Description copied from interface: RandomNumberGenerator

Gets an array of random numbers.

Specified by:

getVector in interface RandomNumberGenerator

Parameters:

size - the size of the resulting array

Returns:

the array of random numbers

getVectors

public List<double[]> getVectors(int arraySize,
                                 int listSize)

Description copied from interface: RandomNumberGenerator

Gets a list of random number arrays.

Specified by:

getVectors in interface RandomNumberGenerator

Parameters:

arraySize - the size of each resulting array

listSize - the size of the list

Returns:

the list of random number arrays