Accord.NET Framework

## EmpiricalDistribution Methods |

The EmpiricalDistribution type exposes the following members.

Methods

Name | Description | |
---|---|---|

Clone |
Creates a new object that is a copy of the current instance.
(Overrides DistributionBaseClone.) | |

ComplementaryDistributionFunction |
Gets the complementary cumulative distribution function
(ccdf) for this distribution evaluated at point x.
This function is also known as the Survival function.
(Inherited from UnivariateContinuousDistribution.) | |

CumulativeHazardFunction |
Gets the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |

DistributionFunction(Double) |
Gets the cumulative distribution function (cdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |

DistributionFunction(Double, Double) |
Gets the cumulative distribution function (cdf) for this
distribution in the semi-closed interval (a; b] given as
P(a < X ≤ b).
(Inherited from UnivariateContinuousDistribution.) | |

Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |

Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |

Fit(Double) |
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.) | |

Fit(Double, IFittingOptions) |
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.) | |

Fit(Double, Double) |
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.) | |

Fit(Double, Int32) |
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.) | |

Fit(Double, Double, EmpiricalOptions) |
Fits the underlying distribution to a given set of observations.
| |

Fit(Double, Double, IFittingOptions) |
Fits the underlying distribution to a given set of observations.
(Overrides UnivariateContinuousDistributionFit(Double, Double, IFittingOptions).) | |

Fit(Double, Int32, EmpiricalOptions) |
Fits the underlying distribution to a given set of observations.
| |

Fit(Double, Int32, IFittingOptions) |
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.) | |

Generate |
Generates a random observation from the current distribution.
(Inherited from UnivariateContinuousDistribution.) | |

Generate(Random) |
Generates a random observation from the current distribution.
(Overrides UnivariateContinuousDistributionGenerate(Random).) | |

Generate(Int32) |
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.) | |

Generate(Int32, Double) |
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.) | |

Generate(Int32, Random) |
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.) | |

Generate(Int32, Double, Random) |
Generates a random vector of observations from the current distribution.
(Overrides UnivariateContinuousDistributionGenerate(Int32, Double, Random).) | |

GetHashCode | Serves as the default hash function. (Inherited from Object.) | |

GetRange |
Gets the distribution range within a given percentile.
(Inherited from UnivariateContinuousDistribution.) | |

GetType | Gets the Type of the current instance. (Inherited from Object.) | |

HazardFunction |
Gets the hazard function, also known as the failure rate or
the conditional failure density function for this distribution
evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |

InnerComplementaryDistributionFunction |
Gets the complementary cumulative distribution function
(ccdf) for this distribution evaluated at point x.
This function is also known as the Survival function.
(Inherited from UnivariateContinuousDistribution.) | |

InnerDistributionFunction |
Gets the cumulative distribution function (cdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionInnerDistributionFunction(Double).) | |

InnerInverseDistributionFunction |
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Inherited from UnivariateContinuousDistribution.) | |

InnerLogProbabilityDensityFunction |
Gets the log-probability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |

InnerProbabilityDensityFunction |
Gets the probability density function (pdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionInnerProbabilityDensityFunction(Double).) | |

InverseDistributionFunction |
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Inherited from UnivariateContinuousDistribution.) | |

LogCumulativeHazardFunction |
Gets the log of the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |

LogProbabilityDensityFunction |
Gets the log-probability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |

MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |

ProbabilityDensityFunction |
Gets the probability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |

QuantileDensityFunction |
Gets the first derivative of the
inverse distribution function (icdf) for this distribution evaluated
at probability p.
(Inherited from UnivariateContinuousDistribution.) | |

SmoothingRule(Double) |
Gets the default estimative of the smoothing parameter.
| |

SmoothingRule(Double, Double) |
Gets the default estimative of the smoothing parameter.
| |

SmoothingRule(Double, Int32) |
Gets the default estimative of the smoothing parameter.
| |

SmoothingRule(Double, Double, Int32) |
Gets the default estimative of the smoothing parameter.
| |

ToString |
Returns a String that represents this instance.
(Inherited from DistributionBase.) | |

ToString(IFormatProvider) |
Returns a String that represents this instance.
(Inherited from DistributionBase.) | |

ToString(String) |
Returns a String that represents this instance.
(Inherited from DistributionBase.) | |

ToString(String, IFormatProvider) |
Returns a String that represents this instance.
(Overrides DistributionBaseToString(String, IFormatProvider).) |

Extension Methods

Name | Description | |
---|---|---|

HasMethod |
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.) | |

IsEqual |
Compares two objects for equality, performing an elementwise
comparison if the elements are vectors or matrices.
(Defined by Matrix.) | |

To(Type) | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) | |

ToT | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) |

See Also