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WishartSample(Random, Double, MatrixDouble) Method

Samples a Wishart distributed random variable using the method Algorithm AS 53: Wishart Variate Generator W. B. Smith and R. R. Hocking Applied Statistics, Vol. 21, No. 3 (1972), pp. 341-345

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 degrees of freedom (n) for the Wishart distribution.
scale  MatrixDouble
The scale matrix (V) for the Wishart distribution.

Return Value

MatrixDouble
a sequence of samples from the distribution.
See Also