ISmMultiNormalDistribution

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmMultiNormalDistribution interface enables the user to generate a sample of pseudo-random numbers from multivariate normal distribution.

Inheritance Hierarchy

          IDistribution

          ISmMultiNormalDistribution

Properties

	Property name	Brief description
	K	The K property determines the dimension of distribution.
	Mu	The Mu property determines the vector of expected values for multivariate distribution.
	Sigma	The Sigma property determines the covariance matrix of the distribution.

Properties inherited from IDistribution

	Property name	Brief description
	Cumulative	The Cumulative property returns a distribution function.
	Density	The Density property returns density.
	DisplayName	The DisplayName property returns distribution name.
	Errors	The Errors property returns a message showing all the errors and warnings occurred during calculations.
	Name	The Name property returns the distribution identifier.
	Quantile	The Quantile property returns a quantile.
	Random	The Random property returns a random number corresponding to a distribution.
	Status	The Status property returns the calculation execution status.

Methods

	Method Name	Brief description
	MultiRandom	The MultiRandom method returns a vector corresponding to the distribution.
	MultiRandomVector	The MultiRandomVector method returns a matrix corresponding to the distribution.

Methods inherited from IDistribution

	Method Name	Brief description
	MaximumLikelihoodFitting	The MaximumLikelihoodFitting method returns estimates of maximum likelihood of distribution parameters.
	RandomVector	The RandomVector method returns the vector of random numbers corresponding to the distribution.

See also:

Stat Assembly Interfaces | Multivariate normal distribution