NormalMultivariate Properties |
The NormalMultivariate type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | Covariance |
Covariance matrix of multivariate distribution.
http://en.wikipedia.org/wiki/Covariance_matrix
(Overrides CVDistributionCovariance.) |
| Dimension |
Dimension of the distribution.
(Inherited from CVDistribution.) |
| Entropy |
Entropy of the distribution.
http://en.wikipedia.org/wiki/Information_entropy
(Inherited from CVDistribution.) |
| IsCovariancePositiveDefinite |
Indicates whether user specified covariance matrix is positive definite. N.B., if it's not
positive definite, you can't use sample methods.
|
| Mean |
Mean of the distribution.
http://en.wikipedia.org/wiki/Expected_value
(Inherited from CVDistribution.) |
| Method |
Method of normal distribution generation.
|
| Mode |
Mode of the distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
(Inherited from CVDistribution.) |
| Variance |
Variance of the distribution.
http://en.wikipedia.org/wiki/Variance
(Inherited from CVDistribution.) |
See Also