MultivariateContinuousDistribution Class

Represents a multivariate continuous probability distribution.

Definition

Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
C#
[SerializableAttribute]
public abstract class MultivariateContinuousDistribution
Inheritance
Object  →  MultivariateContinuousDistribution
Derived

Remarks

The distribution of a variable is a description of the relative numbers of times each possible outcome will occur in a number of trials. The function describing the distribution is called the probability function, and the function describing the cumulative probability that a given value or any value smaller than it will occur is called the distribution function.

A continuous probability distribution is a statistical distribution whose variables can take on any value within a certain interval. This interval may be infinite.

This library contains classes for the most common multivariate continuous distributions. They are listed in the table below:

DistributionDefinition
DirichletDistributionThe Dirichlet distribution.
MultivariateNormalDistributionThe multivariate normal distribution.

MultivariateContinuousDistribution is an abstract base class that cannot be instantiated. To create a continuous distribution of a specific type, instantiate a class derived from MultivariateContinuousDistribution.

Notes to inheritors: When you inherit from MultivariateContinuousDistribution, you must override the following members: LogProbabilityDensityFunction(Vector<Double>), FillSampleCore(Random, Vector<Double>), GetMeans(), and GetVarianceCovarianceMatrix().

Constructors

MultivariateContinuousDistribution Constructs a new MultivariateContinuousDistribution object.

Properties

Order Gets the number of dimensions of the distribution.

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.
FillSample(Random, Double[]) Fills a Double array with random numbers.
FillSampleCore Fills a vector with a random sample from the distribution.
FillSamples Fills the rows of a matrix with random samples from the distribution.
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetMeans Returns the mean or expectation value of the distribution.
GetTypeGets the Type of the current instance.
(Inherited from Object)
GetVarianceCovarianceMatrix Returns the variance of the distribution.
LogProbabilityDensityFunction Returns the natural logarithm of the probability density function (PDF) of this distribution for the specified value.
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
ProbabilityDensityFunction Returns the value of the probability density function (PDF) of this distribution for the specified value.
Sample(Random) Returns a random sample from the distribution.
Sample(Random, Int32) Returns a matrix with random samples from the distribution.
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also