RandomVecTrend

scalation.random.RandomVecTrend
case class RandomVecTrend(dim: Int, trend: Double => Double, noise: Variate, stream: Int) extends VariateVec

The RandomVecTrend class generates random variate vectors useful for for creating synthetic time-series data. Applies an additive noise model.

Value parameters

dim

the dimension/size of the vector (number of elements)

noise

the ditribution/variate used to produce the random noise

stream

the random number stream

trend

the function representing deterministic component of the time-series

Attributes

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Supertypes
trait Serializable
trait Product
trait Equals
class VariateVec
class Object
trait Matchable
class Any
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Members list

Value members

Concrete methods

def gen: VectorD

Determine the next random double vector for the particular distribution.

Determine the next random double vector for the particular distribution.

Attributes

def igen: VectorI

Determine the next random integer vector for the particular distribution. It is only valid for discrete random variates.

Determine the next random integer vector for the particular distribution. It is only valid for discrete random variates.

Attributes

def pf(z: VectorD): Double

Compute the probability function (pf): The probability density function (pdf) for continuous RVV's or the probability mass function (pmf) for discrete RVV's.

Compute the probability function (pf): The probability density function (pdf) for continuous RVV's or the probability mass function (pmf) for discrete RVV's.

Value parameters

z

the mass point/vector whose probability is sought

Attributes

Inherited methods

def discrete: Boolean

Determine whether the distribution is discrete or continuous.

Determine whether the distribution is discrete or continuous.

Attributes

Inherited from:
VariateVec
def productElementNames: Iterator[String]

Attributes

Inherited from:
Product
def productIterator: Iterator[Any]

Attributes

Inherited from:
Product

Concrete fields

val mean: VectorD

Compute the vector mean for the particular distribution.

Compute the vector mean for the particular distribution.

Attributes