Multivariate Normal Distribution Class
Represents a multivariate normal distribution.
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
[SerializableAttribute]
public sealed class MultivariateNormalDistribution : MultivariateContinuousDistribution
- Inheritance
- Object → MultivariateContinuousDistribution → MultivariateNormalDistribution
Remarks
The multivariate normal distribution is a generalization of the normal distribution. The mean of the multivariate distribution is a vector. The multivariate equivalent of the variance is the variance-covariance matrix, which must be positive semi-definite.
Constructors
Multivariate | Constructs a new MultivariateNormalDistribution with mean equal to zero and standard deviation equal to 1. |
Multivariate | Estimates the parameters of the distribution of a set of observations assuming it follows a multivariate normal distribution. |
Multivariate | Constructs a new MultivariateNormalDistribution with specified mean and standard deviation equal to 1. |
Multivariate | Estimates the parameters of the distribution of a variable assuming it follows a normal distribution. |
Multivariate | Constructs a new MultivariateNormalDistribution with specified mean and standard deviation. |
Properties
Order |
Gets the number of dimensions of the distribution.
(Inherited from MultivariateContinuousDistribution) |
Methods
Create | Represents the standard MultivariateNormalDistribution. |
Distribution | Returns the cumulative distribution function (CDF) of this distribution for the specified value. |
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 | 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) |