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IMultivariateDistributionTObservation 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<in TObservation> : IDistribution<TObservation>, 
	IDistribution, ICloneable
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Type Parameters

TObservation

The IMultivariateDistributionTObservation 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.
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Methods
  NameDescription
Public methodClone
Creates a new object that is a copy of the current instance.
(Inherited from ICloneable.)
Public methodComplementaryDistributionFunction(Double)
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 methodComplementaryDistributionFunction(TObservation)
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 IDistributionTObservation.)
Public methodDistributionFunction(Double)
Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
(Inherited from IDistribution.)
Public methodDistributionFunction(TObservation)
Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
(Inherited from IDistributionTObservation.)
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(Double)
Gets the log-probability density function (pdf) for this distribution evaluated at point x.
(Inherited from IDistribution.)
Public methodLogProbabilityFunction(TObservation)
Gets the log-probability density function (pdf) for this distribution evaluated at point x.
(Inherited from IDistributionTObservation.)
Public methodProbabilityFunction(Double)
Gets the probability density function (pdf) for this distribution evaluated at point x.
(Inherited from IDistribution.)
Public methodProbabilityFunction(TObservation)
Gets the probability density function (pdf) for this distribution evaluated at point x.
(Inherited from IDistributionTObservation.)
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Remarks

This interface is implemented by both multivariate Discrete Distributions and Continuous Distributions. However, unlike IMultivariateDistribution, this interface has a generic parameter that allows to define the type of the distribution values (i.e. double).

For Univariate distributions, see IUnivariateDistribution.

See Also