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author | Karl Shaffer <karlshaffer@google.com> | 2023-08-10 23:18:51 +0000 |
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committer | Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com> | 2023-08-10 23:18:51 +0000 |
commit | 029d049e490dcd5fa609bb7632b0262d95f1bcce (patch) | |
tree | ace24ba4307d4978ee3134f7da671a77ad172da0 /src/main/java/org/apache/commons/math3/distribution/MultivariateRealDistribution.java | |
parent | 4367a1c12f893ea7fb55036619f46d0e7b0634f3 (diff) | |
parent | 5484895ffd3d0c8337d159667cafc127c459f677 (diff) | |
download | apache-commons-math-029d049e490dcd5fa609bb7632b0262d95f1bcce.tar.gz |
Check-in commons-math 3.6.1 am: 1354beaf45 am: 0018f64b87 am: b3715644fb am: 5484895ffd
Original change: https://android-review.googlesource.com/c/platform/external/apache-commons-math/+/2702413
Change-Id: Idb04c8014ec76e9930d6d0aa22dac3b0b54333c8
Signed-off-by: Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com>
Diffstat (limited to 'src/main/java/org/apache/commons/math3/distribution/MultivariateRealDistribution.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/distribution/MultivariateRealDistribution.java | 75 |
1 files changed, 75 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/distribution/MultivariateRealDistribution.java b/src/main/java/org/apache/commons/math3/distribution/MultivariateRealDistribution.java new file mode 100644 index 0000000..050cfd5 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/distribution/MultivariateRealDistribution.java @@ -0,0 +1,75 @@ +/* + * 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. + */ +package org.apache.commons.math3.distribution; + +import org.apache.commons.math3.exception.NotStrictlyPositiveException; + +/** + * Base interface for multivariate distributions on the reals. + * + * <p>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. + * + * @since 3.1 + */ +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.apache.commons.math3.exception.NotStrictlyPositiveException if {@code sampleSize} + * is not positive. + * @see #sample() + */ + double[][] sample(int sampleSize) throws NotStrictlyPositiveException; +} |