SSJ API Documentation
Stochastic Simulation in Java
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ContinuousDistributionMulti.java
1/*
2 * Class: ContinuousDistributionMulti
3 * Description: mother class for continuous multidimensional distributions
4 * Environment: Java
5 * Software: SSJ
6 * Copyright (C) 2001 Pierre L'Ecuyer and Universite de Montreal
7 * Organization: DIRO, Universite de Montreal
8 * @author
9 * @since
10 *
11 *
12 * Licensed under the Apache License, Version 2.0 (the "License");
13 * you may not use this file except in compliance with the License.
14 * You may obtain a copy of the License at
15 *
16 * http://www.apache.org/licenses/LICENSE-2.0
17 *
18 * Unless required by applicable law or agreed to in writing, software
19 * distributed under the License is distributed on an "AS IS" BASIS,
20 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
21 * See the License for the specific language governing permissions and
22 * limitations under the License.
23 *
24 */
25package umontreal.ssj.probdistmulti;
26
27import umontreal.ssj.util.PrintfFormat;
28import umontreal.ssj.util.Num;
29
40public abstract class ContinuousDistributionMulti {
41 protected int dimension;
42
51 public abstract double density(double[] x);
52
56 public int getDimension() {
57 return dimension;
58 }
59
63 public abstract double[] getMean();
64
69 public abstract double[][] getCovariance();
70
76 public abstract double[][] getCorrelation();
77
78}
Classes implementing continuous multi-dimensional distributions should inherit from this class.
abstract double[][] getCovariance()
Returns the variance-covariance matrix of the distribution, defined as .
abstract double[][] getCorrelation()
Returns the correlation matrix of the distribution, defined as.
int getDimension()
Returns the dimension of the distribution.
abstract double[] getMean()
Returns the mean vector of the distribution, defined as .
abstract double density(double[] x)
Returns , the probability density of evaluated at the point , where .