## gov.sandia.cognition.statistics.montecarlo Class MultivariateCumulativeDistributionFunction

```java.lang.Object
gov.sandia.cognition.statistics.montecarlo.MultivariateCumulativeDistributionFunction
```

```@PublicationReference(author="MathWorks",
title="Multivariate normal cumulative distribution function",
type=WebPage,
year=2011,
url="http://www.mathworks.com/help/toolbox/stats/mvncdf.html")
public class MultivariateCumulativeDistributionFunctionextends Object```

Utility class for multivariate cumulative distribution functions (CDF).

Since:
3.3.0
Author:
Kevin R. Dixon

Constructor Summary
`MultivariateCumulativeDistributionFunction()`

Method Summary
`static UnivariateGaussian` ```compute(Vector input, Distribution<Vector> distribution, Random random, double probabilityTolerance)```
Computes a multi-variate cumulative distribution for a given input according to the given distribution.

Methods inherited from class java.lang.Object
`clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

Constructor Detail

### MultivariateCumulativeDistributionFunction

`public MultivariateCumulativeDistributionFunction()`
Method Detail

### compute

```public static UnivariateGaussian compute(Vector input,
Distribution<Vector> distribution,
Random random,
double probabilityTolerance)```
Computes a multi-variate cumulative distribution for a given input according to the given distribution.

Parameters:
`input` - An input vector.
`distribution` - A multivariate distribution.
`random` - A random number generator.
`probabilityTolerance` - The probability tolerance. Must be between 0.0 and 1.0.
Returns:
The cumulative distribution.