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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.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;
}
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