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Matrix

A continuous matrix distribution is a probability distribution of a matrix-valued random variables.

Among the most well-known matrix probability distributions that are used for statistical modeling are:

This topic contains the following sections:

Methods

An abstract class CMDistribution represents base continuous matrix distribution.

All subclasses inherit from this class the following methods:

Method

Description

Performance

sample

Generate random variable sample.

In place:

methodSample(Matrix)

Returning result:

methodSample

pdf

Probability density function.

methodPdf(Matrix)

Properties

All subclasses inherit from this class the following properties:

Property

Description

Performance

rows

Number of rows in distribution.

PropertyRows

columns

Number of columns in distribution.

PropertyColumns

mean

Mean of the distribution.

PropertyMean

mode

Mode of the distribution.

PropertyMode

entropy

Entropy of the distribution.

PropertyEntropy

See Also