Interface MultiVariateRealDistribution

All Known Implementing Classes:

MultiVariateGaussian, MultiVariateStudentT, MultiVariateUniform

public interface MultiVariateRealDistribution

Interface for use in the MonteCarloLogistic Solver. Enables easy switching and cloning of distributions. offers methods to generate samples which are of specified dimensionality and to calculate pdf of a point belonging in the domain of the distribution

Method Summary

Modifier and Type	Method	Description
MultiVariateRealDistribution	copy()	required interface to copy distribution object
MultiVariateRealDistribution	copy(int seed)	copy distribution with specified integer seed
int	getDim()
double[]	getSample()	Get sample from this distribution.
double	pdf(double[] point)	pdf of specified point in this distribution

Method Details

getDim

int getDim()

getSample

double[] getSample()

Get sample from this distribution. Since it is multivariate, return type is an array

Returns:

double array - sample from this distribution

pdf

double pdf(double[] point)
    throws InternalErrorException

pdf of specified point in this distribution

Parameters:

point - point to evaluate pdf at

Returns:

double which is the pdf

Throws:

InternalErrorException

copy

MultiVariateRealDistribution copy()
                           throws InternalErrorException

required interface to copy distribution object

Returns:

a MVRD

Throws:

InternalErrorException

copy

MultiVariateRealDistribution copy(int seed)
                           throws InternalErrorException

copy distribution with specified integer seed

Parameters:

seed - integer to seed the distribution with

Returns:

a copy of the distribution, with a different seed

Throws:

InternalErrorException