Represents a Fauré Sequence of pseudo-random vectors.
Namespace: Extreme.Statistics.Random
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
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Public NotInheritable Class FaureSequence _ Inherits RandomSequence |
| C# |
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public sealed class FaureSequence : RandomSequence |
| C++ |
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public ref class FaureSequence sealed : public RandomSequence |
Methods
| Icon | Type | Description |
|---|---|---|
 | CreateNextVector() |
Constructs the next vector in this quasi-random sequence.
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 | Equals(Object) | |
| Finalize() | |
| GetHashCode() | Serves as a hash function for a particular type. |
| GetType() | Gets the Type of the current instance. |
| Initialize() |
Initializes the sequence.
|
| MemberwiseClone() | Creates a shallow copy of the current Object. |
| MoveNext() |
Moves to the next point in the enumeration.
|
| Reset() |
Resets the enumeration.
|
| ToString() |
Constructors
| Icon | Type | Description |
|---|---|---|
| FaureSequenceNew(GeneralVector, Int32) |
Constructs a new FaureSequence object.
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| FaureSequenceNew(Int32, Int32, Boolean) |
Constructs a new FaureSequence object.
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Properties
| Icon | Type | Description |
|---|---|---|
 | Capacity |
Gets the length of the vectors returned by this instance.
|
| Current |
Gets the current vector in the sequence.
|
| Dimension |
Gets the length of the vectors returned by this instance.
|
| ReturnNewInstance |
Gets or sets a value that indicates whether the vector containing the last
Sequence is reused to hold the next Sequence.
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| Sequence |
Gets or sets the GeneralVector instance containing the coordinates of the current vector in the sequence.
|
Remarks
Use the FaureSequence class to represent a Fauré sequence.
A Fauré sequence is one kind of quasi-random sequence.
Quasi-random sequences, also called low discrepancy sequences, are sequences of vectors
that progressively cover a multi-dimensional space with points that are uniformly distributed.
The best known algorithm for generating quasi-random sequences is due to the French mathematician Henri Fauré. Fauré sequences are popular in mathematical finance simulations.
FaureSequence inherits from RandomSequence and implements IEnumerable. This means instances can be used in for...each loops. The Current property returns a GeneralVector that contains the current point. Depending on the value of the ReturnNewInstance property, a new GeneralVector instance is created for each point, or the new elements are copied into an existing instance.
Inheritance Hierarchy
See Also
