gov.sandia.cognition.statistics.montecarlo
Class MultivariateCumulativeDistributionFunction

java.lang.Object
  extended by 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 MultivariateCumulativeDistributionFunction
extends 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.