Type aliases
Static sample_type
Properties
Private _brownianBridge
_brownianBridge: boolean
Private _generator
Private _next
Private _process
Methods
antithetic
-
init2
-
Parameters
-
-
-
generator: USG<Real[]>
-
Default value brownianBridge: boolean = false
next
-
Private next_
-
Parameters
Generates a multipath from a random number generator.
RSG is a sample generator which returns a random sequence. It must have the minimal interface:
RSG { Sample<Array> next(); };test the generated paths are checked against cached results