Package org.apache.commons.math4.distribution

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 RealDistribution interface, but cumulative distribution functions are not required because they are often quite difficult to compute for multivariate distributions.
Since:
3.1

  • Method Details

    • 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​(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