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.rng.UniformRandomProvider; 20 21 /** 22 * Base interface for multivariate distributions on the reals. 23 * 24 * This is based largely on the {@code ContinuousDistribution} interface, 25 * but cumulative distribution functions are not required because they 26 * are often quite difficult to compute for multivariate distributions. 27 * 28 * @since 3.1 29 */ 30 public interface MultivariateRealDistribution { 31 /** 32 * Returns the probability density function (PDF) of this distribution 33 * evaluated at the specified point {@code x}. In general, the PDF is the 34 * derivative of the cumulative distribution function. If the derivative 35 * does not exist at {@code x}, then an appropriate replacement should be 36 * returned, e.g. {@code Double.POSITIVE_INFINITY}, {@code Double.NaN}, or 37 * the limit inferior or limit superior of the difference quotient. 38 * 39 * @param x Point at which the PDF is evaluated. 40 * @return the value of the probability density function at point {@code x}. 41 */ 42 double density(double[] x); 43 44 /** 45 * Gets the number of random variables of the distribution. 46 * It is the size of the array returned by the {@link Sampler#sample() sample} 47 * method. 48 * 49 * @return the number of variables. 50 */ 51 int getDimension(); 52 53 /** 54 * Creates a sampler. 55 * 56 * @param rng Generator of uniformly distributed numbers. 57 * @return a sampler that produces random numbers according this 58 * distribution. 59 * 60 * @since 4.0 61 */ 62 Sampler createSampler(UniformRandomProvider rng); 63 64 /** 65 * Sampling functionality. 66 * 67 * @since 4.0 68 */ 69 interface Sampler { 70 /** 71 * Generates a random value vector sampled from this distribution. 72 * 73 * @return a random value vector. 74 */ 75 double[] sample(); 76 } 77 }