org.hipparchus.distribution.MultivariateRealDistribution Maven / Gradle / Ivy
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* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/*
* This is not the original file distributed by the Apache Software Foundation
* It has been modified by the Hipparchus project
*/
package org.hipparchus.distribution;
import org.hipparchus.exception.MathIllegalArgumentException;
/**
* Base interface for multivariate continuous distributions.
*
* This is based largely on the RealDistribution interface, but cumulative
* distribution functions are not required because they are often quite
* difficult to compute for multivariate distributions.
*/
public interface MultivariateRealDistribution {
/**
* Returns the probability density function (PDF) of this distribution
* evaluated at the specified point {@code x}. In general, the PDF is the
* derivative of the cumulative distribution function. If the derivative
* does not exist at {@code x}, then an appropriate replacement should be
* returned, e.g. {@code Double.POSITIVE_INFINITY}, {@code Double.NaN}, or
* the limit inferior or limit superior of the difference quotient.
*
* @param x Point at which the PDF is evaluated.
* @return the value of the probability density function at point {@code x}.
*/
double density(double[] x);
/**
* Reseeds the random generator used to generate samples.
*
* @param seed Seed with which to initialize the random number generator.
*/
void reseedRandomGenerator(long seed);
/**
* Gets the number of random variables of the distribution.
* It is the size of the array returned by the {@link #sample() sample}
* method.
*
* @return the number of variables.
*/
int getDimension();
/**
* Generates a random value vector sampled from this distribution.
*
* @return a random value vector.
*/
double[] sample();
/**
* Generates a list of a random value vectors from the distribution.
*
* @param sampleSize the number of random vectors to generate.
* @return an array representing the random samples.
* @throws org.hipparchus.exception.MathIllegalArgumentException
* if {@code sampleSize} is not positive.
*
* @see #sample()
*/
double[][] sample(int sampleSize) throws MathIllegalArgumentException;
}