Thanks for the quick response, Joe. I am trying to pull random data based on a distribution to start with.
I have two variables with historical data and a correlation between them: power and gas prices. I am now looking to simulate some relationships. 1st step is to pull random power and gas pairs for each time period based on a distribution (historical mean/stddev) and correlation. Lognormal is preferred, but I can make normal into log normal if needed. I was browsing through math.random and came across the CorrelatedRandomVectorGenerator class. Sounds like that is right up my alley in terms of fitting my needs... but I have no idea how to implement/use it. Thanks in advance for your help! Best regards, Michael w: 561.304.5921 m: 772.263.8343 -----Original Message----- From: Haswell, Joe [mailto:[email protected]] Sent: Wednesday, December 08, 2010 12:41 PM To: Commons Users List Subject: RE: [MATH] Looking for example code for the math.random and math.optimization libraries Do you have any specific questions? Hard to point you in the right direction or provide help if I don't know what you need. Joe H. | HP Software. -----Original Message----- From: Rothenberg, Michael [mailto:[email protected]] Sent: Wednesday, December 08, 2010 10:38 AM To: [email protected] Subject: [MATH] Looking for example code for the math.random and math.optimization libraries Hi all, I have been reading the JavaDoc and everything else I can find on the Commons.Math.Random and .Optimization libraries, but have not figured out how to use them. Does anyone have any code examples/web sites/forums/etc.. that I can use? Best regards, Michael --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected] --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
