Package org.apache.commons.math4.distribution

Class AbstractMultivariateRealDistribution

java.lang.Object

org.apache.commons.math4.distribution.AbstractMultivariateRealDistribution

All Implemented Interfaces:

MultivariateRealDistribution

Direct Known Subclasses:

MixtureMultivariateRealDistribution, MultivariateNormalDistribution

public abstract class AbstractMultivariateRealDistribution
extends java.lang.Object
implements MultivariateRealDistribution

Base class for multivariate probability distributions.

Since:

3.1

Nested Class Summary

Nested classes/interfaces inherited from interface org.apache.commons.math4.distribution.MultivariateRealDistribution

MultivariateRealDistribution.Sampler

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AbstractMultivariateRealDistribution(int n)

Method Summary

Modifier and Type	Method	Description
abstract MultivariateRealDistribution.Sampler	createSampler(UniformRandomProvider rng)	Creates a sampler.
int	getDimension()	Gets the number of random variables of the distribution.
static double[][]	sample(int n, MultivariateRealDistribution.Sampler sampler)	Utility function for creating n vectors generated by the given sampler.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math4.distribution.MultivariateRealDistribution

density

Constructor Details

AbstractMultivariateRealDistribution

protected AbstractMultivariateRealDistribution(int n)

Parameters:

n - Number of dimensions.

Method Details

getDimension

public int getDimension()

Gets the number of random variables of the distribution. It is the size of the array returned by the sample method.

Specified by:

getDimension in interface MultivariateRealDistribution

Returns:

the number of variables.

createSampler

public abstract MultivariateRealDistribution.Sampler createSampler(UniformRandomProvider rng)

Creates a sampler.

Specified by:

createSampler in interface MultivariateRealDistribution

Parameters:

rng - Generator of uniformly distributed numbers.

Returns:

a sampler that produces random numbers according this distribution.

sample

public static double[][] sample(int n, MultivariateRealDistribution.Sampler sampler)

Utility function for creating n vectors generated by the given sampler.

Parameters:

n - Number of samples.

sampler - Sampler.

Returns:

an array of size n whose elements are random vectors sampled from this distribution.