DirichletDistribution Class

Represents a Dirichlet distribution.

Definition

Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
C#
[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

DirichletDistribution(Matrix<Double>) Estimates the parameters of the distribution of a set of observations assuming it follows a multivariate normal distribution.
DirichletDistribution(Vector<Double>) Constructs a new DirichletDistribution with the specified parameters.
DirichletDistribution(Vector<Double>[]) 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

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FillSample(Random, Vector<Double>) Fills a vector with a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
FillSample(Random, Double[]) Fills a Double array with random numbers.
(Inherited from MultivariateContinuousDistribution)
FillSamples Fills the rows of a matrix with random samples from the distribution.
(Inherited from MultivariateContinuousDistribution)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetMeans Returns the mean or expectation value of the distribution.
(Overrides MultivariateContinuousDistribution.GetMeans())
GetParameters Returns a copy of the parameters of the distribution.
GetTypeGets the Type of the current instance.
(Inherited from Object)
GetVarianceCovarianceMatrix Returns the variance of the distribution.
(Overrides MultivariateContinuousDistribution.GetVarianceCovarianceMatrix())
LogProbabilityDensityFunction Returns the natural logarithm of the probability density function (PDF) of this distribution for the specified value.
(Overrides MultivariateContinuousDistribution.LogProbabilityDensityFunction(Vector<Double>))
ProbabilityDensityFunction Returns the value of the probability density function (PDF) of this distribution for the specified value.
(Inherited from MultivariateContinuousDistribution)
Sample(Random) Returns a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
Sample(Random, Int32) Returns a matrix with random samples from the distribution.
(Inherited from MultivariateContinuousDistribution)
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also