/**
* Same as generatePath(), but a vector of uniform random numbers must be provided to the method.
* These uniform random numbers are used to generate the path.
*/
public double[] generatePath(double[] uniform01) {
double x = x0;
for (int j = 0; j < d; j++) {
x += mudt[j] + sigmasqrdt[j] * NormalDist.inverseF01(uniform01[j]);
path[j + 1] = x;
}
observationIndex = d;
observationCounter = d;
return path;
}
/**
* Generates a variate from the normal distribution with parameters
*
* @f$\mu= @f$ `mu` and @f$\sigma= @f$ `sigma`, using stream `s`.
*/
public static double nextDouble(RandomStream s, double mu, double sigma) {
return NormalDist.inverseF(mu, sigma, s.nextDouble());
}
/** Creates a random variate generator for the normal distribution `dist` and stream `s`. */
public NormalGen(RandomStream s, NormalDist dist) {
super(s, dist);
if (dist != null) setParams(dist.getMu(), dist.getSigma());
}