View Javadoc
1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      http://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  package org.apache.commons.math4.legacy.distribution;
18  
19  import org.apache.commons.math4.legacy.exception.NotStrictlyPositiveException;
20  import org.apache.commons.math4.legacy.exception.util.LocalizedFormats;
21  import org.apache.commons.rng.UniformRandomProvider;
22  
23  /**
24   * Base class for multivariate probability distributions.
25   *
26   * @since 3.1
27   */
28  public abstract class AbstractMultivariateRealDistribution
29      implements MultivariateRealDistribution {
30      /** The number of dimensions or columns in the multivariate distribution. */
31      private final int dimension;
32  
33      /**
34       * @param n Number of dimensions.
35       */
36      protected AbstractMultivariateRealDistribution(int n) {
37          dimension = n;
38      }
39  
40      /** {@inheritDoc} */
41      @Override
42      public int getDimension() {
43          return dimension;
44      }
45  
46      /** {@inheritDoc} */
47      @Override
48      public abstract Sampler createSampler(UniformRandomProvider rng);
49  
50      /**
51       * Utility function for creating {@code n} vectors generated by the
52       * given {@code sampler}.
53       *
54       * @param n Number of samples.
55       * @param sampler Sampler.
56       * @return an array of size {@code n} whose elements are random vectors
57       * sampled from this distribution.
58       */
59      public static double[][] sample(int n,
60                                      MultivariateRealDistribution.Sampler sampler) {
61          if (n <= 0) {
62              throw new NotStrictlyPositiveException(LocalizedFormats.NUMBER_OF_SAMPLES,
63                                                     n);
64          }
65  
66          final double[][] samples = new double[n][];
67          for (int i = 0; i < n; i++) {
68              samples[i] = sampler.sample();
69          }
70          return samples;
71      }
72  }