Multivariate Continuous Distribution Class
Definition
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
[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:
Distribution | Definition |
---|---|
Dirichlet | The Dirichlet distribution. |
Multivariate | The 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
Multivariate | Constructs a new MultivariateContinuousDistribution object. |
Properties
Order | Gets the number of dimensions of the distribution. |
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. |
Fill | Fills a Double array with random numbers. |
Fill | Fills a vector with a random sample from the distribution. |
Fill | Fills the rows of a matrix with random samples from the distribution. |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
Get | Serves as the default hash function. (Inherited from Object) |
Get | Returns the mean or expectation value of the distribution. |
Get | Gets the Type of the current instance. (Inherited from Object) |
Get | Returns the variance of the distribution. |
Log | Returns the natural logarithm of the probability density function (PDF) of this distribution for the specified value. |
Memberwise | Creates a shallow copy of the current Object. (Inherited from Object) |
Probability | Returns the value of the probability density function (PDF) of this distribution for the specified value. |
Sample( | Returns a random sample from the distribution. |
Sample( | Returns a matrix with random samples from the distribution. |
ToString | Returns a string that represents the current object. (Inherited from Object) |