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<h2 title="Class MultivariateNormalDistribution" class="title">Class MultivariateNormalDistribution</h2>
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<li><a href="../../../../../org/apache/commons/math3/distribution/AbstractMultivariateRealDistribution.html" title="class in org.apache.commons.math3.distribution">org.apache.commons.math3.distribution.AbstractMultivariateRealDistribution</a></li>
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<li>org.apache.commons.math3.distribution.MultivariateNormalDistribution</li>
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<dt>All Implemented Interfaces:</dt>
<dd><a href="../../../../../org/apache/commons/math3/distribution/MultivariateRealDistribution.html" title="interface in org.apache.commons.math3.distribution">MultivariateRealDistribution</a></dd>
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<pre>public class <span class="strong">MultivariateNormalDistribution</span>
extends <a href="../../../../../org/apache/commons/math3/distribution/AbstractMultivariateRealDistribution.html" title="class in org.apache.commons.math3.distribution">AbstractMultivariateRealDistribution</a></pre>
<div class="block">Implementation of the multivariate normal (Gaussian) distribution.</div>
<dl><dt><span class="strong">Since:</span></dt>
<dd>3.1</dd>
<dt><span class="strong">Version:</span></dt>
<dd>$Id: MultivariateNormalDistribution.java 1503290 2013-07-15 15:16:29Z sebb $</dd>
<dt><span class="strong">See Also:</span></dt><dd><a href="http://en.wikipedia.org/wiki/Multivariate_normal_distribution">
Multivariate normal distribution (Wikipedia)</a>,
<a href="http://mathworld.wolfram.com/MultivariateNormalDistribution.html">
Multivariate normal distribution (MathWorld)</a></dd></dl>
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<h3>Fields inherited from class&nbsp;org.apache.commons.math3.distribution.<a href="../../../../../org/apache/commons/math3/distribution/AbstractMultivariateRealDistribution.html" title="class in org.apache.commons.math3.distribution">AbstractMultivariateRealDistribution</a></h3>
<code><a href="../../../../../org/apache/commons/math3/distribution/AbstractMultivariateRealDistribution.html#random">random</a></code></li>
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<td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/MultivariateNormalDistribution.html#MultivariateNormalDistribution(double[], double[][])">MultivariateNormalDistribution</a></strong>(double[]&nbsp;means,
double[][]&nbsp;covariances)</code>
<div class="block">Creates a multivariate normal distribution with the given mean vector and
covariance matrix.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/MultivariateNormalDistribution.html#MultivariateNormalDistribution(org.apache.commons.math3.random.RandomGenerator, double[], double[][])">MultivariateNormalDistribution</a></strong>(<a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a>&nbsp;rng,
double[]&nbsp;means,
double[][]&nbsp;covariances)</code>
<div class="block">Creates a multivariate normal distribution with the given mean vector and
covariance matrix.</div>
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<td class="colFirst"><code>double</code></td>
<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/MultivariateNormalDistribution.html#density(double[])">density</a></strong>(double[]&nbsp;vals)</code>
<div class="block">Returns the probability density function (PDF) of this distribution
evaluated at the specified point <code>x</code>.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code><a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/MultivariateNormalDistribution.html#getCovariances()">getCovariances</a></strong>()</code>
<div class="block">Gets the covariance matrix.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code>double[]</code></td>
<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/MultivariateNormalDistribution.html#getMeans()">getMeans</a></strong>()</code>
<div class="block">Gets the mean vector.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code>double[]</code></td>
<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/MultivariateNormalDistribution.html#getStandardDeviations()">getStandardDeviations</a></strong>()</code>
<div class="block">Gets the square root of each element on the diagonal of the covariance
matrix.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code>double[]</code></td>
<td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/MultivariateNormalDistribution.html#sample()">sample</a></strong>()</code>
<div class="block">Generates a random value vector sampled from this distribution.</div>
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<code><a href="../../../../../org/apache/commons/math3/distribution/AbstractMultivariateRealDistribution.html#getDimension()">getDimension</a>, <a href="../../../../../org/apache/commons/math3/distribution/AbstractMultivariateRealDistribution.html#reseedRandomGenerator(long)">reseedRandomGenerator</a>, <a href="../../../../../org/apache/commons/math3/distribution/AbstractMultivariateRealDistribution.html#sample(int)">sample</a></code></li>
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<h4>MultivariateNormalDistribution</h4>
<pre>public&nbsp;MultivariateNormalDistribution(double[]&nbsp;means,
double[][]&nbsp;covariances)
throws <a href="../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a>,
<a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a>,
<a href="../../../../../org/apache/commons/math3/linear/NonPositiveDefiniteMatrixException.html" title="class in org.apache.commons.math3.linear">NonPositiveDefiniteMatrixException</a></pre>
<div class="block">Creates a multivariate normal distribution with the given mean vector and
covariance matrix.
<br/>
The number of dimensions is equal to the length of the mean vector
and to the number of rows and columns of the covariance matrix.
It is frequently written as "p" in formulae.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>means</code> - Vector of means.</dd><dd><code>covariances</code> - Covariance matrix.</dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the arrays length are
inconsistent.</dd>
<dd><code><a href="../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></code> - if the eigenvalue decomposition cannot
be performed on the provided covariance matrix.</dd>
<dd><code><a href="../../../../../org/apache/commons/math3/linear/NonPositiveDefiniteMatrixException.html" title="class in org.apache.commons.math3.linear">NonPositiveDefiniteMatrixException</a></code> - if any of the eigenvalues is
negative.</dd></dl>
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<h4>MultivariateNormalDistribution</h4>
<pre>public&nbsp;MultivariateNormalDistribution(<a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a>&nbsp;rng,
double[]&nbsp;means,
double[][]&nbsp;covariances)
throws <a href="../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a>,
<a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a>,
<a href="../../../../../org/apache/commons/math3/linear/NonPositiveDefiniteMatrixException.html" title="class in org.apache.commons.math3.linear">NonPositiveDefiniteMatrixException</a></pre>
<div class="block">Creates a multivariate normal distribution with the given mean vector and
covariance matrix.
<br/>
The number of dimensions is equal to the length of the mean vector
and to the number of rows and columns of the covariance matrix.
It is frequently written as "p" in formulae.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>rng</code> - Random Number Generator.</dd><dd><code>means</code> - Vector of means.</dd><dd><code>covariances</code> - Covariance matrix.</dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the arrays length are
inconsistent.</dd>
<dd><code><a href="../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></code> - if the eigenvalue decomposition cannot
be performed on the provided covariance matrix.</dd>
<dd><code><a href="../../../../../org/apache/commons/math3/linear/NonPositiveDefiniteMatrixException.html" title="class in org.apache.commons.math3.linear">NonPositiveDefiniteMatrixException</a></code> - if any of the eigenvalues is
negative.</dd></dl>
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<h4>getMeans</h4>
<pre>public&nbsp;double[]&nbsp;getMeans()</pre>
<div class="block">Gets the mean vector.</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>the mean vector.</dd></dl>
</li>
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<h4>getCovariances</h4>
<pre>public&nbsp;<a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&nbsp;getCovariances()</pre>
<div class="block">Gets the covariance matrix.</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>the covariance matrix.</dd></dl>
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<h4>density</h4>
<pre>public&nbsp;double&nbsp;density(double[]&nbsp;vals)
throws <a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></pre>
<div class="block">Returns the probability density function (PDF) of this distribution
evaluated at the specified point <code>x</code>. In general, the PDF is the
derivative of the cumulative distribution function. If the derivative
does not exist at <code>x</code>, then an appropriate replacement should be
returned, e.g. <code>Double.POSITIVE_INFINITY</code>, <code>Double.NaN</code>, or
the limit inferior or limit superior of the difference quotient.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>vals</code> - Point at which the PDF is evaluated.</dd>
<dt><span class="strong">Returns:</span></dt><dd>the value of the probability density function at point <code>x</code>.</dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code></dd></dl>
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<h4>getStandardDeviations</h4>
<pre>public&nbsp;double[]&nbsp;getStandardDeviations()</pre>
<div class="block">Gets the square root of each element on the diagonal of the covariance
matrix.</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>the standard deviations.</dd></dl>
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<h4>sample</h4>
<pre>public&nbsp;double[]&nbsp;sample()</pre>
<div class="block">Generates a random value vector sampled from this distribution.</div>
<dl>
<dt><strong>Specified by:</strong></dt>
<dd><code><a href="../../../../../org/apache/commons/math3/distribution/MultivariateRealDistribution.html#sample()">sample</a></code>&nbsp;in interface&nbsp;<code><a href="../../../../../org/apache/commons/math3/distribution/MultivariateRealDistribution.html" title="interface in org.apache.commons.math3.distribution">MultivariateRealDistribution</a></code></dd>
<dt><strong>Specified by:</strong></dt>
<dd><code><a href="../../../../../org/apache/commons/math3/distribution/AbstractMultivariateRealDistribution.html#sample()">sample</a></code>&nbsp;in class&nbsp;<code><a href="../../../../../org/apache/commons/math3/distribution/AbstractMultivariateRealDistribution.html" title="class in org.apache.commons.math3.distribution">AbstractMultivariateRealDistribution</a></code></dd>
<dt><span class="strong">Returns:</span></dt><dd>a random value vector.</dd></dl>
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