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    }