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InverseWishart Class

Multivariate Inverse Wishart distribution. This distribution is parameterized by the degrees of freedom nu and the scale matrix S. The inverse Wishart distribution is the conjugate prior for the covariance matrix of a multivariate normal distribution. Wikipedia - Inverse-Wishart distribution.
Inheritance Hierarchy
SystemObject
  Altaxo.Calc.DistributionsInverseWishart

Namespace: Altaxo.Calc.Distributions
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3261.0 (4.8.3261.0)
Syntax
C#
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public class InverseWishart : IDistribution

The InverseWishart type exposes the following members.

Constructors
 NameDescription
Public methodInverseWishart(Double, MatrixDouble) Initializes a new instance of the InverseWishart class.
Public methodInverseWishart(Double, MatrixDouble, Random) Initializes a new instance of the InverseWishart class.
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Properties
 NameDescription
Public propertyDegreesOfFreedom Gets or sets the degree of freedom (ν) for the inverse Wishart distribution.
Public propertyMean Gets the mean.
Public propertyMode Gets the mode of the distribution.
Public propertyRandomSource Gets or sets the random number generator which is used to draw random samples.
Public propertyScale Gets or sets the scale matrix (Ψ) for the inverse Wishart distribution.
Public propertyVariance Gets the variance of the distribution.
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Methods
 NameDescription
Public methodDensity Evaluates the probability density function for the inverse Wishart distribution.
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodStatic memberIsValidParameterSet Tests whether the provided values are valid parameters for this distribution.
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodSample Samples an inverse Wishart distributed random variable by sampling a Wishart random variable and inverting the matrix.
Public methodStatic memberSample(Random, Double, MatrixDouble) Samples an inverse Wishart distributed random variable by sampling a Wishart random variable and inverting the matrix.
Public methodToString A string representation of the distribution.
(Overrides ObjectToString)
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See Also