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

Public Interface IMultivariateDistribution
	Inherits IDistribution, ICloneable

The IMultivariateDistribution type exposes the following members.

Properties

	Name	Description
	Covariance	Gets the Variance-Covariance matrix for the distribution.
	Dimension	Gets the number of variables for the distribution.
	Mean	Gets the Mean vector for the distribution.
	Median	Gets the Median vector for the distribution.
	Mode	Gets the Mode vector for the distribution.
	Variance	Gets the Variance vector for the distribution.

Methods

	Name	Description
	Clone	Creates a new object that is a copy of the current instance. (Inherited from ICloneable.)
	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 IDistribution.)
	DistributionFunction	Gets the cumulative distribution function (cdf) for this distribution evaluated at point x. (Inherited from IDistribution.)
	Fit(Array)	Fits the underlying distribution to a given set of observations. (Inherited from IDistribution.)
	Fit(Array, IFittingOptions)	Fits the underlying distribution to a given set of observations. (Inherited from IDistribution.)
	Fit(Array, Double)	Fits the underlying distribution to a given set of observations. (Inherited from IDistribution.)
	Fit(Array, Int32)	Fits the underlying distribution to a given set of observations. (Inherited from IDistribution.)
	Fit(Array, Double, IFittingOptions)	Fits the underlying distribution to a given set of observations. (Inherited from IDistribution.)
	Fit(Array, Int32, IFittingOptions)	Fits the underlying distribution to a given set of observations. (Inherited from IDistribution.)
	LogProbabilityFunction	Gets the log-probability density function (pdf) for this distribution evaluated at point x. (Inherited from IDistribution.)
	ProbabilityFunction	Gets the probability density function (pdf) for this distribution evaluated at point x. (Inherited from IDistribution.)

Remarks

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

For Univariate distributions, see IUnivariateDistribution.