/**
* 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;
}
