AbstractMultivariateRealDistribution.java
/*
* 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
*
* https://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.
*/
/*
* This is not the original file distributed by the Apache Software Foundation
* It has been modified by the Hipparchus project
*/
package org.hipparchus.distribution.multivariate;
import org.hipparchus.distribution.MultivariateRealDistribution;
import org.hipparchus.exception.LocalizedCoreFormats;
import org.hipparchus.exception.MathIllegalArgumentException;
import org.hipparchus.random.RandomGenerator;
/**
* Base class for multivariate probability distributions.
*/
public abstract class AbstractMultivariateRealDistribution
implements MultivariateRealDistribution {
/** RNG instance used to generate samples from the distribution. */
protected final RandomGenerator random;
/** The number of dimensions or columns in the multivariate distribution. */
private final int dimension;
/** Simple constructor.
* @param rng Random number generator.
* @param n Number of dimensions.
*/
protected AbstractMultivariateRealDistribution(RandomGenerator rng,
int n) {
random = rng;
dimension = n;
}
/** {@inheritDoc} */
@Override
public void reseedRandomGenerator(long seed) {
random.setSeed(seed);
}
/** {@inheritDoc} */
@Override
public int getDimension() {
return dimension;
}
/** {@inheritDoc} */
@Override
public abstract double[] sample();
/** {@inheritDoc} */
@Override
public double[][] sample(final int sampleSize) {
if (sampleSize <= 0) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.NUMBER_OF_SAMPLES,
sampleSize);
}
final double[][] out = new double[sampleSize][dimension];
for (int i = 0; i < sampleSize; i++) {
out[i] = sample();
}
return out;
}
}