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MonteCarloVectorDriver Class Reference

#include <StochasticGenerator.h>

Inheritance diagram for MonteCarloVectorDriver:

List of all members.

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Detailed Description

Stochastic generator for a VectorProcess based on the Mersenne Twister.

Definition at line 223 of file StochasticGenerator.h.

Public Member Functions
	MonteCarloVectorDriver (int n)
void	newWienerIncrements (int t, int s, Real **Z)
void	newWienerIncrements (int t, int s, RealMatrix &Z)
std::ostream &	printSelf (std::ostream &os) const

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Constructor & Destructor Documentation

MonteCarloVectorDriver::MonteCarloVectorDriver (  int    n )  [inline]

Definition at line 227 of file StochasticGenerator.h. References StochasticGenerator::n.

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Member Function Documentation

void MonteCarloVectorDriver::newWienerIncrements (  int    t, int    s, Real **    Z )  [virtual]

Writes standard normal deviates needed to drive one path from discrete time t to discrete time s into the matrix Z. Reimplemented from StochasticGenerator.

void MonteCarloVectorDriver::newWienerIncrements (  int    t, int    s, RealMatrix &    Z )  [virtual]

Writes standard normal deviates needed to drive one path path from discrete time t to discrete time s into the matrix Z. Reimplemented from StochasticGenerator.

std::ostream& MonteCarloVectorDriver::printSelf (  std::ostream &    os )  const [virtual]

String identifying the generator. Reimplemented from StochasticGenerator.

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The documentation for this class was generated from the following file:

• StochasticGenerator.h

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