Class IsotropicRandomWalk
Constructors
constructor
Defined in ql/experimental/math/isotropicrandomwalk.ts:23
Parameters
eng: any
dist: any
Default value weights: Real [] = []
Default value seed: Size = 0
Properties
Protected _dim
Defined in ql/experimental/math/isotropicrandomwalk.ts:104
Protected _rng
Defined in ql/experimental/math/isotropicrandomwalk.ts:102
Protected _variate
Defined in ql/experimental/math/isotropicrandomwalk.ts:101
Protected _weights
Defined in ql/experimental/math/isotropicrandomwalk.ts:103
Methods
nextReal
nextReal( input: Real [] , first?: Size ) : void
Defined in ql/experimental/math/isotropicrandomwalk.ts:44
Parameters
input: Real []
Default value first: Size = 0
Returns void
setDimension1
setDimension1( dim: Size ) : void
Defined in ql/experimental/math/isotropicrandomwalk.ts:66
Parameters
Returns void
setDimension2
setDimension2( dim: Size , weights: Real [] ) : void
Defined in ql/experimental/math/isotropicrandomwalk.ts:71
Parameters
Returns void
setDimension3
setDimension3( dim: Size , lowerBound: Real [] , upperBound: Real [] ) : void
Defined in ql/experimental/math/isotropicrandomwalk.ts:79
Parameters
Returns void
Legend
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Inherited constructor Inherited property Inherited method Inherited accessor
Protected property Protected method Protected accessor
Private property Private method Private accessor
Static property Static method
Isotropic random walk
A variate is used to draw from a random element of a probability distribution. The draw corresponds to the radius of a d-dimensional sphere. The position on the surface of the d-dimensional sphere is randomly chosen with all points on the surface having the same probability, i.e. all directions are isotropic and the step is randomly drawn from the given variate.