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InverseWishartSample(Random, Double, MatrixDouble) Method

Samples an inverse Wishart distributed random variable by sampling a Wishart random variable and inverting the matrix.

Namespace: Altaxo.Calc.Distributions
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
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public static Matrix<double> Sample(
	Random rnd,
	double degreesOfFreedom,
	Matrix<double> scale
)

Parameters

rnd  Random
The random number generator to use.
degreesOfFreedom  Double
The degree of freedom (ν) for the inverse Wishart distribution.
scale  MatrixDouble
The scale matrix (Ψ) for the inverse Wishart distribution.

Return Value

MatrixDouble
a sample from the distribution.
See Also