InverseWishart(Double, MatrixDouble, Random) Constructor

public InverseWishart(
	double degreesOfFreedom,
	Matrix<double> scale,
	Random randomSource
)

Parameters

degreesOfFreedom  Double

The degree of freedom (ν) for the inverse Wishart distribution.

scale  MatrixDouble

The scale matrix (Ψ) for the inverse Wishart distribution.

randomSource  Random

The random number generator which is used to draw random samples.

Reference