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Java example source code file (MultivariateRealDistribution.java)

This example Java source code file (MultivariateRealDistribution.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Learn more about this Java project at its project page.

Java - Java tags/keywords

multivariaterealdistribution, notstrictlypositiveexception

The MultivariateRealDistribution.java Java example source code

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math3.distribution;

import org.apache.commons.math3.exception.NotStrictlyPositiveException;

/**
 * Base interface for multivariate distributions on the reals.
 *
 * This is based largely on the RealDistribution interface, but cumulative
 * distribution functions are not required because they are often quite
 * difficult to compute for multivariate distributions.
 *
 * @since 3.1
 */
public interface MultivariateRealDistribution {
    /**
     * Returns the probability density function (PDF) of this distribution
     * evaluated at the specified point {@code x}. In general, the PDF is the
     * derivative of the cumulative distribution function. If the derivative
     * does not exist at {@code x}, then an appropriate replacement should be
     * returned, e.g. {@code Double.POSITIVE_INFINITY}, {@code Double.NaN}, or
     * the limit inferior or limit superior of the difference quotient.
     *
     * @param x Point at which the PDF is evaluated.
     * @return the value of the probability density function at point {@code x}.
     */
    double density(double[] x);

    /**
     * Reseeds the random generator used to generate samples.
     *
     * @param seed Seed with which to initialize the random number generator.
     */
    void reseedRandomGenerator(long seed);

    /**
     * Gets the number of random variables of the distribution.
     * It is the size of the array returned by the {@link #sample() sample}
     * method.
     *
     * @return the number of variables.
     */
    int getDimension();

    /**
     * Generates a random value vector sampled from this distribution.
     *
     * @return a random value vector.
     */
    double[] sample();

    /**
     * Generates a list of a random value vectors from the distribution.
     *
     * @param sampleSize the number of random vectors to generate.
     * @return an array representing the random samples.
     * @throws org.apache.commons.math3.exception.NotStrictlyPositiveException
     * if {@code sampleSize} is not positive.
     *
     * @see #sample()
     */
    double[][] sample(int sampleSize) throws NotStrictlyPositiveException;
}

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