Dirichlet Distribution Class
Represents a Dirichlet distribution.
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
[SerializableAttribute]
public sealed class DirichletDistribution : MultivariateContinuousDistribution
- Inheritance
- Object → MultivariateContinuousDistribution → DirichletDistribution
Remarks
The Dirichlet distribution is a generalization of the Beta distribution to the multivariate case. It is often used in Bayesian analysis.
The Dirichlet distribution of order K is defined on a hyperplane in K dimensions. The distribution has a vector of shape parameters of length K.
Constructors
Dirichlet | Estimates the parameters of the distribution of a set of observations assuming it follows a multivariate normal distribution. |
Dirichlet | Constructs a new DirichletDistribution with the specified parameters. |
Dirichlet | Estimates the parameters of the distribution of a variable assuming it follows a normal distribution. |
Properties
Order |
Gets the number of dimensions of the distribution.
(Inherited from MultivariateContinuousDistribution) |
Methods
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Fill |
Fills a vector with a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution) |
Fill |
Fills a Double array with random numbers.
(Inherited from MultivariateContinuousDistribution) |
Fill |
Fills the rows of a matrix with random samples from the distribution.
(Inherited from MultivariateContinuousDistribution) |
Get | Serves as the default hash function. (Inherited from Object) |
Get |
Returns the mean or expectation value of the distribution.
(Overrides MultivariateContinuousDistribution.GetMeans()) |
Get | Returns a copy of the parameters of the distribution. |
Get | Gets the Type of the current instance. (Inherited from Object) |
Get |
Returns the variance of the distribution.
(Overrides MultivariateContinuousDistribution.GetVarianceCovarianceMatrix()) |
Log |
Returns the natural logarithm of the probability density function
(PDF) of this distribution for the specified value.
(Overrides MultivariateContinuousDistribution.LogProbabilityDensityFunction(Vector<Double>)) |
Probability |
Returns the value of the probability density function
(PDF) of this distribution for the specified value.
(Inherited from MultivariateContinuousDistribution) |
Sample( |
Returns a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution) |
Sample( |
Returns a matrix with random samples from the distribution.
(Inherited from MultivariateContinuousDistribution) |
ToString | Returns a string that represents the current object. (Inherited from Object) |