﻿ IMultivariateDistribution Interface

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```

The IMultivariateDistribution type exposes the following members.

Properties
NameDescription
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.
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Methods
NameDescription
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.)
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Remarks

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

For Univariate distributions, see IUnivariateDistribution.