CVDistribution Class |
Namespace: FinMath.Statistics.Distributions
[SerializableAttribute] public abstract class CVDistribution
The CVDistribution type exposes the following members.
Name | Description | |
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Covariance |
Covariance matrix of the distribution.
http://en.wikipedia.org/wiki/Covariance_matrix
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Dimension |
Dimension of the distribution.
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Entropy |
Entropy of the distribution.
http://en.wikipedia.org/wiki/Information_entropy
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Mean |
Mean of the distribution.
http://en.wikipedia.org/wiki/Expected_value
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Mode |
Mode of the distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
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Variance |
Variance of the distribution.
http://en.wikipedia.org/wiki/Variance
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Name | Description | |
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Cdf |
Cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
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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.) | |
Probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
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Sample |
Creates random variable sample.
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Sample(Double) |
Generates random variable sample.
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Sample(Int32) |
Generates series of random variable samples.
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Sample(Matrix) |
Generates series of random variable samples.
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Sample(Vector) |
Generates random variable sample.
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ToString | Returns a string that represents the current object. (Inherited from Object.) |