Click or drag to resize

CVDistribution Class

Represents base continuous multivariate distribution.
Inheritance Hierarchy
SystemObject
  FinMath.Statistics.DistributionsCVDistribution
    FinMath.Statistics.DistributionsDirichlet
    FinMath.Statistics.DistributionsNormalMultivariate

Namespace:  FinMath.Statistics.Distributions
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
[SerializableAttribute]
public abstract class CVDistribution

The CVDistribution type exposes the following members.

Properties
  NameDescription
Public propertyCovariance
Covariance matrix of the distribution. http://en.wikipedia.org/wiki/Covariance_matrix
Public propertyDimension
Dimension of the distribution.
Public propertyEntropy
Entropy of the distribution. http://en.wikipedia.org/wiki/Information_entropy
Public propertyMean
Mean of the distribution. http://en.wikipedia.org/wiki/Expected_value
Public propertyMode
Mode of the distribution. http://en.wikipedia.org/wiki/Mode_(statistics)
Public propertyVariance
Variance of the distribution. http://en.wikipedia.org/wiki/Variance
Top
Methods
  NameDescription
Public methodCdf
Cumulative distribution function. http://en.wikipedia.org/wiki/Cumulative_distribution_function
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodPdf
Probability distribution function. http://en.wikipedia.org/wiki/Probability_density_function
Public methodSample
Creates random variable sample.
Public methodSample(Double)
Generates random variable sample.
Public methodSample(Int32)
Generates series of random variable samples.
Public methodSample(Matrix)
Generates series of random variable samples.
Public methodSample(Vector)
Generates random variable sample.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Top
See Also