Check-in commons-math 3.6.1 am: 1354beaf45 am: 0018f64b87 am: b3715644fb am: 5484895ffd am: 029d049e49HEADandroid-14.0.0_r37android-14.0.0_r36android-14.0.0_r35android-14.0.0_r34android-14.0.0_r33android-14.0.0_r32android-14.0.0_r31android-14.0.0_r30android-14.0.0_r29mastermainandroid14-qpr2-s5-releaseandroid14-qpr2-s4-releaseandroid14-qpr2-s3-releaseandroid14-qpr2-s2-releaseandroid14-qpr2-s1-releaseandroid14-qpr2-release

Original change: https://android-review.googlesource.com/c/platform/external/apache-commons-math/+/2702413

Change-Id: I6451550459c6d42417e3214f1db820289d799bc7
Signed-off-by: Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com>

1 files changed, 182 insertions, 0 deletions

diff --git a/src/main/java/org/apache/commons/math3/distribution/RealDistribution.java b/src/main/java/org/apache/commons/math3/distribution/RealDistribution.java
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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.
+ */
+package org.apache.commons.math3.distribution;
+
+import org.apache.commons.math3.exception.NumberIsTooLargeException;
+import org.apache.commons.math3.exception.OutOfRangeException;
+
+/**
+ * Base interface for distributions on the reals.
+ *
+ * @since 3.0
+ */
+public interface RealDistribution {
+    /**
+     * For a random variable {@code X} whose values are distributed according to this distribution,
+     * this method returns {@code P(X = x)}. In other words, this method represents the probability
+     * mass function (PMF) for the distribution.
+     *
+     * @param x the point at which the PMF is evaluated
+     * @return the value of the probability mass function at point {@code x}
+     */
+    double probability(double x);
+
+    /**
+     * 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 {@link
+     * #cumulativeProbability(double) CDF}. 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 the point at which the PDF is evaluated
+     * @return the value of the probability density function at point {@code x}
+     */
+    double density(double x);
+
+    /**
+     * For a random variable {@code X} whose values are distributed according to this distribution,
+     * this method returns {@code P(X <= x)}. In other words, this method represents the
+     * (cumulative) distribution function (CDF) for this distribution.
+     *
+     * @param x the point at which the CDF is evaluated
+     * @return the probability that a random variable with this distribution takes a value less than
+     *     or equal to {@code x}
+     */
+    double cumulativeProbability(double x);
+
+    /**
+     * For a random variable {@code X} whose values are distributed according to this distribution,
+     * this method returns {@code P(x0 < X <= x1)}.
+     *
+     * @param x0 the exclusive lower bound
+     * @param x1 the inclusive upper bound
+     * @return the probability that a random variable with this distribution takes a value between
+     *     {@code x0} and {@code x1}, excluding the lower and including the upper endpoint
+     * @throws NumberIsTooLargeException if {@code x0 > x1}
+     * @deprecated As of 3.1. In 4.0, this method will be renamed {@code probability(double x0,
+     *     double x1)}.
+     */
+    @Deprecated
+    double cumulativeProbability(double x0, double x1) throws NumberIsTooLargeException;
+
+    /**
+     * Computes the quantile function of this distribution. For a random variable {@code X}
+     * distributed according to this distribution, the returned value is
+     *
+     * <ul>
+     *   <li><code>inf{x in R | P(X<=x) >= p}</code> for {@code 0 < p <= 1},
+     *   <li><code>inf{x in R | P(X<=x) > 0}</code> for {@code p = 0}.
+     * </ul>
+     *
+     * @param p the cumulative probability
+     * @return the smallest {@code p}-quantile of this distribution (largest 0-quantile for {@code p
+     *     = 0})
+     * @throws OutOfRangeException if {@code p < 0} or {@code p > 1}
+     */
+    double inverseCumulativeProbability(double p) throws OutOfRangeException;
+
+    /**
+     * Use this method to get the numerical value of the mean of this distribution.
+     *
+     * @return the mean or {@code Double.NaN} if it is not defined
+     */
+    double getNumericalMean();
+
+    /**
+     * Use this method to get the numerical value of the variance of this distribution.
+     *
+     * @return the variance (possibly {@code Double.POSITIVE_INFINITY} as for certain cases in
+     *     {@link TDistribution}) or {@code Double.NaN} if it is not defined
+     */
+    double getNumericalVariance();
+
+    /**
+     * Access the lower bound of the support. This method must return the same value as {@code
+     * inverseCumulativeProbability(0)}. In other words, this method must return
+     *
+     * <p><code>inf {x in R | P(X <= x) > 0}</code>.
+     *
+     * @return lower bound of the support (might be {@code Double.NEGATIVE_INFINITY})
+     */
+    double getSupportLowerBound();
+
+    /**
+     * Access the upper bound of the support. This method must return the same value as {@code
+     * inverseCumulativeProbability(1)}. In other words, this method must return
+     *
+     * <p><code>inf {x in R | P(X <= x) = 1}</code>.
+     *
+     * @return upper bound of the support (might be {@code Double.POSITIVE_INFINITY})
+     */
+    double getSupportUpperBound();
+
+    /**
+     * Whether or not the lower bound of support is in the domain of the density function. Returns
+     * true iff {@code getSupporLowerBound()} is finite and {@code density(getSupportLowerBound())}
+     * returns a non-NaN, non-infinite value.
+     *
+     * @return true if the lower bound of support is finite and the density function returns a
+     *     non-NaN, non-infinite value there
+     * @deprecated to be removed in 4.0
+     */
+    @Deprecated
+    boolean isSupportLowerBoundInclusive();
+
+    /**
+     * Whether or not the upper bound of support is in the domain of the density function. Returns
+     * true iff {@code getSupportUpperBound()} is finite and {@code density(getSupportUpperBound())}
+     * returns a non-NaN, non-infinite value.
+     *
+     * @return true if the upper bound of support is finite and the density function returns a
+     *     non-NaN, non-infinite value there
+     * @deprecated to be removed in 4.0
+     */
+    @Deprecated
+    boolean isSupportUpperBoundInclusive();
+
+    /**
+     * Use this method to get information about whether the support is connected, i.e. whether all
+     * values between the lower and upper bound of the support are included in the support.
+     *
+     * @return whether the support is connected or not
+     */
+    boolean isSupportConnected();
+
+    /**
+     * Reseed the random generator used to generate samples.
+     *
+     * @param seed the new seed
+     */
+    void reseedRandomGenerator(long seed);
+
+    /**
+     * Generate a random value sampled from this distribution.
+     *
+     * @return a random value.
+     */
+    double sample();
+
+    /**
+     * Generate a random sample from the distribution.
+     *
+     * @param sampleSize the number of random values to generate
+     * @return an array representing the random sample
+     * @throws org.apache.commons.math3.exception.NotStrictlyPositiveException if {@code sampleSize}
+     *     is not positive
+     */
+    double[] sample(int sampleSize);
+}