

Java example source code file (UncorrelatedRandomVectorGenerator.java)
The UncorrelatedRandomVectorGenerator.java Java example source code/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math3.random; import java.util.Arrays; import org.apache.commons.math3.exception.DimensionMismatchException; /** * A {@link RandomVectorGenerator} that generates vectors with uncorrelated * components. Components of generated vectors follow (independent) Gaussian * distributions, with parameters supplied in the constructor. * * @since 1.2 */ public class UncorrelatedRandomVectorGenerator implements RandomVectorGenerator { /** Underlying scalar generator. */ private final NormalizedRandomGenerator generator; /** Mean vector. */ private final double[] mean; /** Standard deviation vector. */ private final double[] standardDeviation; /** Simple constructor. * <p>Build an uncorrelated random vector generator from * its mean and standard deviation vectors.</p> * @param mean expected mean values for each component * @param standardDeviation standard deviation for each component * @param generator underlying generator for uncorrelated normalized * components */ public UncorrelatedRandomVectorGenerator(double[] mean, double[] standardDeviation, NormalizedRandomGenerator generator) { if (mean.length != standardDeviation.length) { throw new DimensionMismatchException(mean.length, standardDeviation.length); } this.mean = mean.clone(); this.standardDeviation = standardDeviation.clone(); this.generator = generator; } /** Simple constructor. * <p>Build a null mean random and unit standard deviation * uncorrelated vector generator</p> * @param dimension dimension of the vectors to generate * @param generator underlying generator for uncorrelated normalized * components */ public UncorrelatedRandomVectorGenerator(int dimension, NormalizedRandomGenerator generator) { mean = new double[dimension]; standardDeviation = new double[dimension]; Arrays.fill(standardDeviation, 1.0); this.generator = generator; } /** Generate an uncorrelated random vector. * @return a random vector as a newly built array of double */ public double[] nextVector() { double[] random = new double[mean.length]; for (int i = 0; i < random.length; ++i) { random[i] = mean[i] + standardDeviation[i] * generator.nextNormalizedDouble(); } return random; } } Other Java examples (source code examples)Here is a short list of links related to this Java UncorrelatedRandomVectorGenerator.java source code file: 
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