MovingAverageRandomNumberGenerator Constructor

Instantiates Moving Average generator.

Definition

Namespace: Gemstone.Numeric.Random.TimeSeries.MovingAverage
Assembly: Gemstone.Numeric (in Gemstone.Numeric.dll) Version: 1.0.167 -- Release Build+9e631c9f4ed4cd2c2da47045792d813c2de0c4a8

C#View Source Request Example

public MovingAverageRandomNumberGenerator(
	int seed,
	int order,
	double[] lambdas,
	double mean = 0,
	double variance = 1
)

VBView Source Request Example

Public Sub New ( 
	seed As Integer,
	order As Integer,
	lambdas As Double(),
	Optional mean As Double = 0,
	Optional variance As Double = 1
)

C++View Source Request Example

public:
MovingAverageRandomNumberGenerator(
	int seed, 
	int order, 
	array<double>^ lambdas, 
	double mean = 0, 
	double variance = 1
)

JavaScriptView Source Request Example

Gemstone.Numeric.Random.TimeSeries.MovingAverage.MovingAverageRandomNumberGenerator = function(seed, order, lambdas, mean, variance);

Parameters

seed Int32: Seed value for Uniform generator
order Int32: Moving Average order
lambdas Double: Array of lambda values, ordered lambda i-1, lamda i-2, etc
mean Double (Optional): Mean of the Normal distribution
variance Double (Optional): Variance of the Normal distribution

MovingAverageRandomNumberGenerator Constructor

Definition

Parameters

See Also

Reference