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Accord.NET (logo) MultivariateContinuousDistribution Class
Abstract class for Multivariate Probability Distributions.
Inheritance Hierarchy
SystemObject
  Accord.Statistics.DistributionsDistributionBase
    Accord.Statistics.Distributions.MultivariateMultivariateContinuousDistribution
      More...

Namespace:  Accord.Statistics.Distributions.Multivariate
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.4.0
Syntax
[SerializableAttribute]
public abstract class MultivariateContinuousDistribution : DistributionBase, 
	IMultivariateDistribution, IDistribution, ICloneable, IMultivariateDistribution<double[]>, 
	IDistribution<double[]>, IFittableDistribution<double[]>, IFittable<double[]>, 
	ISampleableDistribution<double[]>, IRandomNumberGenerator<double[]>, IFormattable
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The MultivariateContinuousDistribution type exposes the following members.

Constructors
  NameDescription
Protected methodMultivariateContinuousDistribution
Constructs a new MultivariateDistribution class.
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Properties
  NameDescription
Public propertyCovariance
Gets the variance-covariance matrix for this distribution.
Public propertyDimension
Gets the number of variables for this distribution.
Public propertyMean
Gets the mean for this distribution.
Public propertyMedian
Gets the median for this distribution.
Public propertyMode
Gets the mode for this distribution.
Public propertyVariance
Gets the variance for this distribution.
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Methods
  NameDescription
Public methodClone
Creates a new object that is a copy of the current instance.
(Inherited from DistributionBase.)
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.
Public methodDistributionFunction
Gets the probability density function (pdf) for this distribution evaluated at point x.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodFit(Double)
Fits the underlying distribution to a given set of observations.
Public methodFit(Double, IFittingOptions)
Fits the underlying distribution to a given set of observations.
Public methodFit(Double, Double)
Fits the underlying distribution to a given set of observations.
Public methodFit(Double, Int32)
Fits the underlying distribution to a given set of observations.
Public methodFit(Double, Double, IFittingOptions)
Fits the underlying distribution to a given set of observations.
Public methodFit(Double, Int32, IFittingOptions)
Fits the underlying distribution to a given set of observations.
Public methodGenerate
Generates a random observation from the current distribution.
Public methodGenerate(Double)
Generates a random observation from the current distribution.
Public methodGenerate(Int32)
Generates a random vector of observations from the current distribution.
Public methodGenerate(Int32)
Generates a random observation from the current distribution.
Public methodGenerate(Int32, Double)
Generates a random vector of observations from the current distribution.
Public methodGenerate(Int32, Int32)
Generates a random vector of observations from the current distribution.
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodLogProbabilityDensityFunction
Gets the log-probability density function (pdf) for this distribution evaluated at point x.
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodProbabilityDensityFunction
Gets the probability density function (pdf) for this distribution evaluated at point x.
Public methodToString
Returns a String that represents this instance.
(Inherited from DistributionBase.)
Public methodToString(IFormatProvider)
Returns a String that represents this instance.
(Inherited from DistributionBase.)
Public methodToString(String)
Returns a String that represents this instance.
(Inherited from DistributionBase.)
Public methodToString(String, IFormatProvider)
Returns a String that represents this instance.
(Inherited from DistributionBase.)
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Extension Methods
  NameDescription
Public Extension MethodHasMethod
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)
Public Extension MethodToTOverloaded.
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.)
Public Extension MethodToTOverloaded.
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 Matrix.)
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Remarks

A probability distribution identifies either the probability of each value of an unidentified random variable (when the variable is discrete), or the probability of the value falling within a particular interval (when the variable is continuous).

The probability distribution describes the range of possible values that a random variable can attain and the probability that the value of the random variable is within any (measurable) subset of that range.

The function describing the probability that a given value will occur is called the probability function (or probability density function, abbreviated PDF), and the function describing the cumulative probability that a given value or any value smaller than it will occur is called the distribution function (or cumulative distribution function, abbreviated CDF).

References:

See Also
Inheritance Hierarchy
SystemObject
  Accord.Statistics.DistributionsDistributionBase
    Accord.Statistics.Distributions.MultivariateMultivariateContinuousDistribution
      Accord.Statistics.Distributions.MultivariateDirichletDistribution
      Accord.Statistics.Distributions.MultivariateIndependentTDistribution
      Accord.Statistics.Distributions.MultivariateInverseWishartDistribution
      Accord.Statistics.Distributions.MultivariateMultivariateEmpiricalDistribution
      Accord.Statistics.Distributions.MultivariateMultivariateMixtureT
      Accord.Statistics.Distributions.MultivariateMultivariateNormalDistribution
      Accord.Statistics.Distributions.MultivariateUniformBallDistribution
      Accord.Statistics.Distributions.MultivariateUniformSphereDistribution
      Accord.Statistics.Distributions.MultivariateVonMisesFisherDistribution
      Accord.Statistics.Distributions.MultivariateWishartDistribution