List of Multivariate Distributions
Multinomial
Multinomial distribution having probability mass function
for \(x=\{x_1,\dots,x_k\}\) where each \(x_i\) is a non-negative integer and \(\sum_i x_i = n\).
The Multinomial
class is imported using the following command:
>>> from UQpy.distributions.collection.Multinomial import Multinomial
- class Multinomial(n, p)[source]
- Parameters:
-
parameters:
dict
Ordered list of parameter names, useful when parameter values are stored in vectors and must be passed to the
update_params()
method.
-
ordered_parameters:
list
Parameters of the distribution.
This attribute is not defined for certain
Distribution
objects such as those of typeJointIndependent
orJointCopula
. The user is advised to use theget_parameters()
method to access the parameters.
The following methods are available for Multinomial
:
Multivariate Normal
Multivariate normal distribution having probability density function
where \(\mu\) is the mean vector, \(\Sigma\) is the covariance matrix, and \(k\) is the dimension of x.
The MultivariateNormal
class is imported using the following command:
>>> from UQpy.distributions.collection.MultivariateNormal import MultivariateNormal
- class MultivariateNormal(mean, cov=1.0)[source]
- Parameters:
-
parameters:
dict
Ordered list of parameter names, useful when parameter values are stored in vectors and must be passed to the
update_params()
method.
-
ordered_parameters:
list
Parameters of the distribution.
This attribute is not defined for certain
Distribution
objects such as those of typeJointIndependent
orJointCopula
. The user is advised to use theget_parameters()
method to access the parameters.
The following methods are available for MultivariateNormal
: