| /* |
| * 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.math4.legacy.distribution; |
| |
| import org.apache.commons.rng.UniformRandomProvider; |
| |
| /** |
| * Base interface for multivariate distributions on the reals. |
| * |
| * This is based largely on the {@code ContinuousDistribution} 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); |
| |
| /** |
| * Gets the number of random variables of the distribution. |
| * It is the size of the array returned by the {@link Sampler#sample() sample} |
| * method. |
| * |
| * @return the number of variables. |
| */ |
| int getDimension(); |
| |
| /** |
| * Creates a sampler. |
| * |
| * @param rng Generator of uniformly distributed numbers. |
| * @return a sampler that produces random numbers according this |
| * distribution. |
| * |
| * @since 4.0 |
| */ |
| Sampler createSampler(UniformRandomProvider rng); |
| |
| /** |
| * Sampling functionality. |
| * |
| * @since 4.0 |
| */ |
| interface Sampler { |
| /** |
| * Generates a random value vector sampled from this distribution. |
| * |
| * @return a random value vector. |
| */ |
| double[] sample(); |
| } |
| } |