Dirichlet Class |
Continuous multivariate Dirichlet distribution.
http://en.wikipedia.org/wiki/Dirichlet_distribution
Inheritance HierarchySystemObject
FinMath.Statistics.DistributionsCVDistribution
FinMath.Statistics.DistributionsDirichlet
FinMath.Statistics.DistributionsCVDistribution
FinMath.Statistics.DistributionsDirichlet
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class Dirichlet : CVDistribution
The Dirichlet type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | Dirichlet(Vector) |
Creates new instance of Dirichlet.
|
| Dirichlet(Double, Int32) |
Creates new instance of Dirichlet representing symmetric distribution.
|
| Dirichlet(RandomGenerator, Vector) |
Creates new instance of Dirichlet with user specified random generator.
|
| Dirichlet(RandomGenerator, Double, Int32) |
Creates new instance of Dirichlet representing symmetric distribution.
|
Properties| Name | Description | |
|---|---|---|
 | Alpha |
Distribution parameters.
|
| Covariance |
Covariance matrix of the 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.) |
| Mean |
Mean of the distribution.
http://en.wikipedia.org/wiki/Expected_value
(Overrides CVDistributionMean.) |
| Mode |
Mode of the distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
(Overrides CVDistributionMode.) |
| Variance |
Variance of the distribution.
http://en.wikipedia.org/wiki/Variance
(Overrides CVDistributionVariance.) |
Methods| Name | Description | |
|---|---|---|
| Cdf |
Cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
(Inherited from CVDistribution.) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| Pdf(Vector) |
Probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
(Overrides CVDistributionPdf(Vector).) |
 | Pdf(Vector, Vector) |
Static probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
|
| Sample |
Creates random variable sample.
(Inherited from CVDistribution.) |
| Sample(Double) |
Generates random variable sample.
(Inherited from CVDistribution.) |
| Sample(Int32) |
Generates series of random variable samples.
(Inherited from CVDistribution.) |
| Sample(Matrix) |
Generates series of random variable samples.
(Overrides CVDistributionSample(Matrix).) |
| Sample(Vector) |
Generates random variable sample.
(Overrides CVDistributionSample(Vector).) |
| Sample(Vector, Vector) |
Generates random variable sample.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also