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 MultivariateCumulativeDistributionFunction
- extends Object
Utility class for multivariate cumulative distribution functions (CDF).
- Since:
- 3.3.0
- Author:
- Kevin R. Dixon
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
MultivariateCumulativeDistributionFunction
public MultivariateCumulativeDistributionFunction()
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.