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 java.lang.Object

Utility class for multivariate cumulative distribution functions (CDF).

Since:

3.3.0

Author:

Kevin R. Dixon

Constructor Summary

Constructors

Constructor and Description
MultivariateCumulativeDistributionFunction()

Method Summary

Modifier and Type	Method and Description
static UnivariateGaussian	compute(Vector input, Distribution<Vector> distribution, java.util.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,
                                         java.util.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.