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 */
017package org.apache.commons.math3.distribution;
018
019import 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 */
031public 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}