Click or drag to resize
Accord.NET (logo)

IMultivariateDistribution Interface

Common interface for multivariate probability distributions.

Namespace:  Accord.Statistics.Distributions
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax
public interface IMultivariateDistribution : IDistribution, 
	ICloneable
Request Example View Source

The IMultivariateDistribution type exposes the following members.

Properties
  NameDescription
Public propertyCovariance
Gets the Variance-Covariance matrix for the distribution.
Public propertyDimension
Gets the number of variables for the distribution.
Public propertyMean
Gets the Mean vector for the distribution.
Public propertyMedian
Gets the Median vector for the distribution.
Public propertyMode
Gets the Mode vector for the distribution.
Public propertyVariance
Gets the Variance vector for the distribution.
Top
Methods
  NameDescription
Public methodClone
Creates a new object that is a copy of the current instance.
(Inherited from ICloneable.)
Public methodComplementaryDistributionFunction
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 IDistribution.)
Public methodDistributionFunction
Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
(Inherited from IDistribution.)
Public methodFit(Array)
Fits the underlying distribution to a given set of observations.
(Inherited from IDistribution.)
Public methodFit(Array, IFittingOptions)
Fits the underlying distribution to a given set of observations.
(Inherited from IDistribution.)
Public methodFit(Array, Double)
Fits the underlying distribution to a given set of observations.
(Inherited from IDistribution.)
Public methodFit(Array, Int32)
Fits the underlying distribution to a given set of observations.
(Inherited from IDistribution.)
Public methodFit(Array, Double, IFittingOptions)
Fits the underlying distribution to a given set of observations.
(Inherited from IDistribution.)
Public methodFit(Array, Int32, IFittingOptions)
Fits the underlying distribution to a given set of observations.
(Inherited from IDistribution.)
Public methodLogProbabilityFunction
Gets the log-probability density function (pdf) for this distribution evaluated at point x.
(Inherited from IDistribution.)
Public methodProbabilityFunction
Gets the probability density function (pdf) for this distribution evaluated at point x.
(Inherited from IDistribution.)
Top
Remarks

This interface is implemented by both multivariate Discrete Distributions and Continuous Distributions.

For Univariate distributions, see IUnivariateDistribution.

See Also