DirichletDistribution Class

Represents a Dirichlet distribution.

Definition

Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
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 Dirichlet shape parameters from observations using matching moments.
DirichletDistribution(Vector<Double>) Constructs a new DirichletDistribution with the specified parameters.
DirichletDistribution(Vector<Double>[]) Estimates Dirichlet shape parameters from variables using matching moments.

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(IRandomSource, Vector<Double>) Fills a vector with a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
FillSample(IRandomSource, Span<Double>) Fills a span with a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
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)
FillSample(Random, Span<Double>) Fills a span with a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
FillSample<TGenerator>(IRandomSource<TGenerator>, Vector<Double>) Fills a vector with a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
FillSample<TGenerator>(IRandomSource<TGenerator>, Span<Double>) Fills a span with a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
FillSamples(IRandomSource, Matrix<Double>) Fills the rows of a matrix with random samples from the distribution.
(Inherited from MultivariateContinuousDistribution)
FillSamples(Random, Matrix<Double>) Fills the rows of a matrix with random samples from the distribution.
(Inherited from MultivariateContinuousDistribution)
FillSamples<TGenerator>(IRandomSource<TGenerator>, Matrix<Double>) Fills the rows of a matrix with random samples from the distribution.
(Inherited from MultivariateContinuousDistribution)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetMeansReturns the read-only cached vector of distribution means.
(Overrides MultivariateContinuousDistribution.GetMeans())
GetParameters Returns a copy of the parameters of the distribution.
GetTypeGets the Type of the current instance.
(Inherited from Object)
GetVarianceCovarianceMatrixReturns the read-only cached variance-covariance matrix.
(Overrides MultivariateContinuousDistribution.GetVarianceCovarianceMatrix())
LogProbabilityDensityFunctionReturns the natural logarithm of the density on the open simplex.
(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(IRandomSource) Returns a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
Sample(Random) Returns a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
Sample(IRandomSource, Int32) Returns a matrix with random samples from the distribution.
(Inherited from MultivariateContinuousDistribution)
Sample(Random, Int32) Returns a matrix with random samples from the distribution.
(Inherited from MultivariateContinuousDistribution)
Sample<TGenerator>(IRandomSource<TGenerator>) Returns a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
Sample<TGenerator>(IRandomSource<TGenerator>, 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