MultivariateNormalDistribution
org.apache.commons.math3.distribution

Class MultivariateNormalDistribution

    • Method Detail

      • getMeans

        public double[] getMeans()
        Gets the mean vector.
        Returns:
        the mean vector.
      • getCovariances

        public RealMatrix getCovariances()
        Gets the covariance matrix.
        Returns:
        the covariance matrix.
      • density

        public double density(double[] vals)               throws DimensionMismatchException
        Returns the probability density function (PDF) of this distribution evaluated at the specified point x. In general, the PDF is the derivative of the cumulative distribution function. If the derivative does not exist at x, then an appropriate replacement should be returned, e.g. Double.POSITIVE_INFINITY, Double.NaN, or the limit inferior or limit superior of the difference quotient.
        Parameters:
        vals - Point at which the PDF is evaluated.
        Returns:
        the value of the probability density function at point x.
        Throws:
        DimensionMismatchException
      • getStandardDeviations

        public double[] getStandardDeviations()
        Gets the square root of each element on the diagonal of the covariance matrix.
        Returns:
        the standard deviations.

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