DirichletDistribution Class

Extreme Optimization Numerical Libraries for .NET Professional

Represents a Dirichlet distribution.

Inheritance Hierarchy

SystemObject
Extreme.Statistics.DistributionsMultivariateContinuousDistribution
Extreme.Statistics.DistributionsDirichletDistribution

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1

Syntax

C++

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[SerializableAttribute]
public sealed class DirichletDistribution : MultivariateContinuousDistribution

<SerializableAttribute>
Public NotInheritable Class DirichletDistribution
	Inherits MultivariateContinuousDistribution

[SerializableAttribute]
public ref class DirichletDistribution sealed : public MultivariateContinuousDistribution

[<SealedAttribute>]
[<SerializableAttribute>]
type DirichletDistribution =  
    class
        inherit MultivariateContinuousDistribution
    end

The DirichletDistribution type exposes the following members.

Constructors

	Name	Description
	DirichletDistribution(MatrixDouble)	Estimates the parameters of the distribution of a set of observations assuming it follows a multivariate normal distribution.
	DirichletDistribution(VectorDouble)	Constructs a new DirichletDistribution with the specified parameters.
	DirichletDistribution(VectorDouble)	Estimates the parameters of the distribution of a variable assuming it follows a normal distribution.

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Properties

	Name	Description
	Order	Gets the number of dimensions of the distribution. (Inherited from MultivariateContinuousDistribution.)

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Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	FillSample(Random, VectorDouble)	Fills a vector with a random sample from the distribution. (Inherited from MultivariateContinuousDistribution.)
	FillSample(Random, Double)	Fills a Double array with random numbers. (Inherited from MultivariateContinuousDistribution.)
	FillSamples	Fills the rows of a matrix with random samples from the distribution. (Inherited from MultivariateContinuousDistribution.)
	GetHashCode	Serves as the default hash function. (Inherited from Object.)
	GetMeans	Returns the mean or expectation value of the distribution. (Overrides MultivariateContinuousDistributionGetMeans.)
	GetParameters	Returns a copy of the parameters of the distribution.
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	GetVarianceCovarianceMatrix	Returns the variance of the distribution. (Overrides MultivariateContinuousDistributionGetVarianceCovarianceMatrix.)
	LogProbabilityDensityFunction	Returns the value of the probability density function (PDF) of this distribution for the specified value. (Overrides MultivariateContinuousDistributionLogProbabilityDensityFunction(VectorDouble).)
	ProbabilityDensityFunction	Returns the value of the probability density function (PDF) of this distribution for the specified value. (Inherited from MultivariateContinuousDistribution.)
	Sample(Random)	Returns a random sample from the distribution. (Inherited from MultivariateContinuousDistribution.)
	Sample(Random, Int32)	Returns a matrix with random samples from the distribution. (Inherited from MultivariateContinuousDistribution.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)

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Remarks

The Dirichlet distribution is a generalization of the Beta distribution to the multivariate case. It is often used in Bayesian analysis.

The Dirichlet distribution of order K is defined on a hyperplane in K dimensions. The distribution has a vector of shape parameters of length K.

Reference

Extreme.Statistics.Distributions Namespace

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