001/**
002 * Copyright (c) 2011, The University of Southampton and the individual contributors.
003 * All rights reserved.
004 *
005 * Redistribution and use in source and binary forms, with or without modification,
006 * are permitted provided that the following conditions are met:
007 *
008 *   *  Redistributions of source code must retain the above copyright notice,
009 *      this list of conditions and the following disclaimer.
010 *
011 *   *  Redistributions in binary form must reproduce the above copyright notice,
012 *      this list of conditions and the following disclaimer in the documentation
013 *      and/or other materials provided with the distribution.
014 *
015 *   *  Neither the name of the University of Southampton nor the names of its
016 *      contributors may be used to endorse or promote products derived from this
017 *      software without specific prior written permission.
018 *
019 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
020 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
021 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
022 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
023 * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
024 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
025 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
026 * ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
027 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
028 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
029 */
030package org.openimaj.math.statistics.distribution;
031
032import java.util.Random;
033
034/**
035 * A continuous multivariate distribution.
036 * 
037 * @author Jonathon Hare (jsh2@ecs.soton.ac.uk)
038 * 
039 */
040public interface MultivariateDistribution {
041        /**
042         * Sample the distribution.
043         * 
044         * @param count
045         *            the number of samples to draw
046         * @param rng
047         *            the random number generator
048         * @return a list of sample vectors from this distribution
049         */
050        public double[][] sample(int count, Random rng);
051
052        /**
053         * Sample the distribution.
054         * 
055         * the number of samples to draw
056         * 
057         * @param rng
058         *            the random number generator
059         * @return a list of sample vectors from this distribution
060         */
061        public double[] sample(Random rng);
062
063        /**
064         * Get the probability for a given point in space relative to the PDF
065         * represented by this distribution.
066         * 
067         * @param sample
068         *            the point
069         * @return the probability
070         */
071        public double estimateProbability(double[] sample);
072
073        /**
074         * Get the log probability for a given point in space relative to the PDF
075         * represented by this distribution.
076         * 
077         * @param sample
078         *            the point
079         * @return the log-probability
080         */
081        public double estimateLogProbability(double[] sample);
082
083        /**
084         * Get the log probability for a given point in space relative to the PDF
085         * represented by this distribution.
086         * 
087         * @param x
088         *            the samples
089         * @return the log-probability
090         */
091        public abstract double[] estimateLogProbability(double[][] x);
092}