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