AutoregressiveRandomNumberGenerator Constructor

Instantiates Autoregressive time series generator.

Definition

Namespace: Gemstone.Numeric.Random.TimeSeries.Autoregressive
Assembly: Gemstone.Numeric (in Gemstone.Numeric.dll) Version: 1.0.171 -- Release Build+20915b5e5c2b832e94890ea4187a61c474a2582a

C#View Source Request Example

public AutoregressiveRandomNumberGenerator(
	int seed,
	int order,
	double[] phis,
	double mean = 0,
	double variance = 1
)

VBView Source Request Example

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

C++View Source Request Example

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

JavaScriptView Source Request Example

Gemstone.Numeric.Random.TimeSeries.Autoregressive.AutoregressiveRandomNumberGenerator = function(seed, order, phis, mean, variance);

Parameters

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

AutoregressiveRandomNumberGenerator Constructor

Definition

Parameters

See Also

Reference