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

All Methods
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.