Class SobolBrownianBridgeRsg

Hierarchy

SobolBrownianBridgeRsg

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new SobolBrownianBridgeRsg(factors: Size, steps: Size, ordering?: Ordering, seed?: Integer, directionIntegers?: DirectionIntegers): SobolBrownianBridgeRsg

- Defined in ql/math/randomnumbers/sobolbrownianbridgersg.ts:12
Parameters
- factors: Size
- steps: Size
- Default value ordering: Ordering = SobolBrownianGenerator.Ordering.Diagonal
- Default value seed: Integer = 0
- Default value directionIntegers: DirectionIntegers = SobolRsg.DirectionIntegers.JoeKuoD7
Returns SobolBrownianBridgeRsg

Properties

Private _dim

_dim: Size

Private _factors

_factors: Size

Private _gen

_gen: SobolBrownianGenerator

Private _seq

_seq: Sample<Real[]>

Private _steps

_steps: Size

Methods

dimension

dimension(): Size

- Defined in ql/math/randomnumbers/sobolbrownianbridgersg.ts:43
Returns Size

lastSequence

lastSequence(): Sample<Real[]>

- Defined in ql/math/randomnumbers/sobolbrownianbridgersg.ts:39
Returns Sample<Real[]>

nextSequence

nextSequence(): Sample<Real[]>

- Defined in ql/math/randomnumbers/sobolbrownianbridgersg.ts:28
Returns Sample<Real[]>