Package | Description |
---|---|
dev.nm.stat.distribution.multivariate | |
dev.nm.stat.distribution.multivariate.exponentialfamily | |
dev.nm.stat.evt.evd.bivariate |
Modifier and Type | Interface and Description |
---|---|
interface |
BivariateProbabilityDistribution
A bivariate or joint probability distribution for X_1, X_2 is a probability distribution
that gives the probability that each of X_1, X_2, ... falls in any particular range or
discrete set of values specified for that variable.
|
Modifier and Type | Class and Description |
---|---|
class |
AbstractBivariateProbabilityDistribution |
class |
DirichletDistribution
The Dirichlet distribution (after Peter Gustav Lejeune Dirichlet), often denoted Dir(a),
is a family of continuous multivariate probability distributions parametrized by a vector
a of positive reals.
|
class |
MultinomialDistribution |
class |
MultivariateNormalDistribution
The multivariate Normal distribution or multivariate Gaussian distribution, is a generalization
of the one-dimensional (univariate) Normal distribution to higher dimensions.
|
class |
MultivariateTDistribution
The multivariate T distribution or multivariate Student distribution, is a generalization
of the one-dimensional (univariate) Student's t-distribution to higher dimensions.
|
Modifier and Type | Method and Description |
---|---|
MultivariateProbabilityDistribution |
MultivariateExponentialFamily.getDistribution(Vector theta)
Construct a probability distribution in the exponential family.
|
Modifier and Type | Interface and Description |
---|---|
interface |
BivariateEVD
Bivariate Extreme Value (BEV) distribution is the joint distribution of component-wise maxima of
two-dimensional iid random vectors.
|
Modifier and Type | Class and Description |
---|---|
class |
AbstractBivariateEVD |
class |
BivariateEVDAsymmetricLogistic
The bivariate asymmetric logistic model.
|
class |
BivariateEVDAsymmetricMixed
The asymmetric mixed model.
|
class |
BivariateEVDAsymmetricNegativeLogistic
The bivariate asymmetric negative logistic model.
|
class |
BivariateEVDBilogistic
The bilogistic model.
|
class |
BivariateEVDColesTawn
The Coles-Tawn model.
|
class |
BivariateEVDHuslerReiss
The Husler-Reiss model.
|
class |
BivariateEVDLogistic
The bivariate logistic model.
|
class |
BivariateEVDNegativeBilogistic
The negative bilogistic model.
|
class |
BivariateEVDNegativeLogistic
The bivariate negative logistic model.
|
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