001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017 package org.apache.commons.math3.distribution;
018
019 import org.apache.commons.math3.exception.NotStrictlyPositiveException;
020
021 /**
022 * Base interface for multivariate distributions on the reals.
023 *
024 * This is based largely on the RealDistribution interface, but cumulative
025 * distribution functions are not required because they are often quite
026 * difficult to compute for multivariate distributions.
027 *
028 * @version $Id: MultivariateRealDistribution.java 1416643 2012-12-03 19:37:14Z tn $
029 * @since 3.1
030 */
031 public interface MultivariateRealDistribution {
032 /**
033 * Returns the probability density function (PDF) of this distribution
034 * evaluated at the specified point {@code x}. In general, the PDF is the
035 * derivative of the cumulative distribution function. If the derivative
036 * does not exist at {@code x}, then an appropriate replacement should be
037 * returned, e.g. {@code Double.POSITIVE_INFINITY}, {@code Double.NaN}, or
038 * the limit inferior or limit superior of the difference quotient.
039 *
040 * @param x Point at which the PDF is evaluated.
041 * @return the value of the probability density function at point {@code x}.
042 */
043 double density(double[] x);
044
045 /**
046 * Reseeds the random generator used to generate samples.
047 *
048 * @param seed Seed with which to initialize the random number generator.
049 */
050 void reseedRandomGenerator(long seed);
051
052 /**
053 * Gets the number of random variables of the distribution.
054 * It is the size of the array returned by the {@link #sample() sample}
055 * method.
056 *
057 * @return the number of variables.
058 */
059 int getDimension();
060
061 /**
062 * Generates a random value vector sampled from this distribution.
063 *
064 * @return a random value vector.
065 */
066 double[] sample();
067
068 /**
069 * Generates a list of a random value vectors from the distribution.
070 *
071 * @param sampleSize the number of random vectors to generate.
072 * @return an array representing the random samples.
073 * @throws org.apache.commons.math3.exception.NotStrictlyPositiveException
074 * if {@code sampleSize} is not positive.
075 *
076 * @see #sample()
077 */
078 double[][] sample(int sampleSize) throws NotStrictlyPositiveException;
079 }