﻿ IMultivariateDistribution(TObservation) 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
```

#### Type Parameters

TObservation

The IMultivariateDistributionTObservation 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.
Top Methods
NameDescription Clone
Creates a new object that is a copy of the current instance.
(Inherited from ICloneable.) ComplementaryDistributionFunction(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.) ComplementaryDistributionFunction(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.) DistributionFunction(Double)
Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
(Inherited from IDistribution.) DistributionFunction(TObservation)
Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
(Inherited from IDistributionTObservation.) 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(Double)
Gets the log-probability density function (pdf) for this distribution evaluated at point x.
(Inherited from IDistribution.) LogProbabilityFunction(TObservation)
Gets the log-probability density function (pdf) for this distribution evaluated at point x.
(Inherited from IDistributionTObservation.) ProbabilityFunction(Double)
Gets the probability density function (pdf) for this distribution evaluated at point x.
(Inherited from IDistribution.) ProbabilityFunction(TObservation)
Gets the probability density function (pdf) for this distribution evaluated at point x.
(Inherited from IDistributionTObservation.)
Top 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