To Do

Class Random

The basic routine Random.STN() which generates all the standard normal increments driving every dynamics except QMC-dynamics is still Box-Muller based. Switch to Inverse Normal CDF.

Classes RandomVariable, RandomVector

Having methods reporting computational progress to a progress bar which is a parameter is only useful if the computation is reported to some GUI containing the progress bar. It would have been better if a separate window is opened up for the progress bar. We can still do this with minimal effort by adding methods of the type:

public double expectation(int t, int N, boolean progressReport, String messsage)
{
.....if(progressReport)
.....{
..........allocate window with a jProgressBar jPgrBar;
..........expectation(t,N,jPgrBar);
.....}
.....else{ expectation(t,N); }
}


The message string identifies the computation and indicates that it can be killed by closing the window. Copy the Window allocation code from the class LoopStatus For each method add a stand alone progress report enabled version.