Ar1Process.h

#ifndef UTIL_AR1_PROCESS_H
#define UTIL_AR1_PROCESS_H

/*
* Util Package - C++ Utilities for Scientific Computation
*
* Copyright 2010 - 2017, The Regents of the University of Minnesota
* Distributed under the terms of the GNU General Public License.
*/

#include <util/random/Random.h>
#include <cmath>

namespace Util
{

   class Ar1Process 
   {
   
   public:

      Ar1Process();

      Ar1Process(Random& random);

      void setRNG(Random& random);

      void init(double tau);

      double operator () ();

   private:

      double x_;

      double B_;

      double C_;

      Random* randomPtr_;

      bool isInitialized_;

   };

   inline double Ar1Process::operator() ()
   {
      assert(isInitialized_);
      x_ *= C_;
      x_ += B_*randomPtr_->gaussian();
      return x_;
   }

} 
#endif