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org.apache.commons.math3.distribution

public abstract Class AbstractMultivariateRealDistribution

extends Object
implements MultivariateRealDistribution
Class Inheritance
All Implemented Interfaces
org.apache.commons.math3.distribution.MultivariateRealDistribution
Known Direct Subclasses
org.apache.commons.math3.distribution.MixtureMultivariateRealDistribution, org.apache.commons.math3.distribution.MultivariateNormalDistribution
Imports
org.apache.commons.math3.exception.NotStrictlyPositiveException, org.apache.commons.math3.exception.util.LocalizedFormats, org.apache.commons.math3.random.RandomGenerator
Base class for multivariate probability distributions.
Since
3.1

Field Summary

Modifier and TypeField and Description
private final int
dimension

The number of dimensions or columns in the multivariate distribution.

protected final RandomGenerator
random

RNG instance used to generate samples from the distribution.

Constructor Summary

AccessConstructor and Description
protected
AbstractMultivariateRealDistribution(RandomGenerator
Random number generator.
rng, int
Number of dimensions.
n)

Method Summary

Modifier and TypeMethod and Description
public int
getDimension()

Implements org.apache.commons.math3.distribution.MultivariateRealDistribution.getDimension.

Gets the number of random variables of the distribution.

public void
reseedRandomGenerator(long
Seed with which to initialize the random number generator.
seed)

Implements org.apache.commons.math3.distribution.MultivariateRealDistribution.reseedRandomGenerator.

Reseeds the random generator used to generate samples.

public abstract double[]
sample()

Redeclares org.apache.commons.math3.distribution.MultivariateRealDistribution.sample.

Generates a random value vector sampled from this distribution.

public double[][]
sample(final int
the number of random vectors to generate.
sampleSize)

Implements org.apache.commons.math3.distribution.MultivariateRealDistribution.sample.

Generates a list of a random value vectors from the distribution.

Inherited from java.lang.Object:
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Field Detail

dimensionback to summary
private final int dimension

The number of dimensions or columns in the multivariate distribution.

randomback to summary
protected final RandomGenerator random

RNG instance used to generate samples from the distribution.

Constructor Detail

AbstractMultivariateRealDistributionback to summary
protected AbstractMultivariateRealDistribution(RandomGenerator rng, int n)
Parameters
rng:RandomGenerator

Random number generator.

n:int

Number of dimensions.

Method Detail

getDimensionback to summary
public int getDimension()

Implements org.apache.commons.math3.distribution.MultivariateRealDistribution.getDimension.

Doc from org.apache.commons.math3.distribution.MultivariateRealDistribution.getDimension.

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

Returns:int

the number of variables.

reseedRandomGeneratorback to summary
public void reseedRandomGenerator(long seed)

Implements org.apache.commons.math3.distribution.MultivariateRealDistribution.reseedRandomGenerator.

Doc from org.apache.commons.math3.distribution.MultivariateRealDistribution.reseedRandomGenerator.

Reseeds the random generator used to generate samples.

Parameters
seed:long

Seed with which to initialize the random number generator.

sampleback to summary
public abstract double[] sample()

Redeclares org.apache.commons.math3.distribution.MultivariateRealDistribution.sample.

Doc from org.apache.commons.math3.distribution.MultivariateRealDistribution.sample.

Generates a random value vector sampled from this distribution.

Returns:double[]

a random value vector.

sampleback to summary
public double[][] sample(final int sampleSize)

Implements org.apache.commons.math3.distribution.MultivariateRealDistribution.sample.

Doc from org.apache.commons.math3.distribution.MultivariateRealDistribution.sample.

Generates a list of a random value vectors from the distribution.

Parameters
sampleSize:int

the number of random vectors to generate.

Returns:double[][]

an array representing the random samples.