## Interface MultivariateRealDistribution

• All Known Implementing Classes:
AbstractMultivariateRealDistribution, MixtureMultivariateNormalDistribution, MixtureMultivariateRealDistribution, MultivariateNormalDistribution

public interface MultivariateRealDistribution
Base interface for multivariate distributions on the reals. This is based largely on the ContinuousDistribution interface, but cumulative distribution functions are not required because they are often quite difficult to compute for multivariate distributions.
Since:
3.1
• ### Nested Class Summary

Nested Classes
Modifier and Type Interface Description
static interface  MultivariateRealDistribution.Sampler
Sampling functionality.
• ### Method Summary

All Methods
Modifier and Type Method Description
MultivariateRealDistribution.Sampler createSampler​(org.apache.commons.rng.UniformRandomProvider rng)
Creates a sampler.
double density​(double[] x)
Returns the probability density function (PDF) of this distribution evaluated at the specified point x.
int getDimension()
Gets the number of random variables of the distribution.
• ### Method Detail

• #### density

double density​(double[] x)
Returns the probability density function (PDF) of this distribution evaluated at the specified point x. In general, the PDF is the derivative of the cumulative distribution function. If the derivative does not exist at x, then an appropriate replacement should be returned, e.g. Double.POSITIVE_INFINITY, Double.NaN, or the limit inferior or limit superior of the difference quotient.
Parameters:
x - Point at which the PDF is evaluated.
Returns:
the value of the probability density function at point x.
• #### getDimension

int getDimension()
Gets the number of random variables of the distribution. It is the size of the array returned by the sample method.
Returns:
the number of variables.
• #### createSampler

MultivariateRealDistribution.Sampler createSampler​(org.apache.commons.rng.UniformRandomProvider rng)
Creates a sampler.
Parameters:
rng - Generator of uniformly distributed numbers.
Returns:
a sampler that produces random numbers according this distribution.
Since:
4.0