25package umontreal.ssj.probdistmulti;
27import umontreal.ssj.util.PrintfFormat;
28import umontreal.ssj.util.Num;
41 protected int dimension;
51 public abstract double density(
double[] x);
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 .