Two dimensional distributions library

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Tsotne

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Could anyone point me to the .NET library for calculating two dimensional statistical distributions? (probabilities and inverses)
I'm in the middle of constructing the multiple integration algorithms but cannot yet fit all of them to the distributions. Thanks
 
Since no one has answered, here's my take

1. I doubt if such a library exists in C# (even Boost C+ only has univariate)
2. Which dstributions are you interested in?
3. There is a trend (justified imo) to call specific functions in other languages from C#.
4. Maybe R suppots what you want and maybe you can call it from C#?? Maybe:)

hth
 
Thanks.

I needed the joint distributions library just for the sake of seeing the structure how it is constructed in pure programming point of view. Now I decided to create the copula library and have defined multiple dimensional integration algorithms in C#. I need to see which aspects of copulas are seen as classes, structures, how they use delegates, etc. in already optimized and recognized codes.
 
I found some. Now I got a clue.

http://www.extremeoptimization.com/ this about joint prob dists.

Some for copulas but non of them contains more than 5 copulas: Clayton, Gumbel, Student's T, Nelsen #12, and the last one differs.
All in all I know how to do it. ;)
 
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