Wishart Class |
Multivariate Wishart distribution. This distribution is
parameterized by the degrees of freedom nu and the scale matrix S. The Wishart distribution
is the conjugate prior for the precision (inverse covariance) matrix of the multivariate
normal distribution.
Wikipedia - Wishart distribution.
Inheritance HierarchyNamespace: Altaxo.Calc.Distributions
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3261.0 (4.8.3261.0)
SyntaxC#
public class Wishart : IDistribution
The Wishart type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | Wishart(Double, MatrixDouble) | Initializes a new instance of the Wishart class. |
| Wishart(Double, MatrixDouble, Random) | Initializes a new instance of the Wishart class. |
Properties| Name | Description | |
|---|---|---|
 | DegreesOfFreedom | Gets or sets the degrees of freedom (n) for the Wishart distribution. |
| Mean | Gets the mean of the distribution. |
| Mode | Gets the mode of the distribution. |
| RandomSource | Gets or sets the random number generator which is used to draw random samples. |
| Scale | Gets or sets the scale matrix (V) for the Wishart distribution. |
| Variance | Gets the variance of the distribution. |
Methods| Name | Description | |
|---|---|---|
| Density | Evaluates the probability density function for the Wishart distribution. |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
 | IsValidParameterSet | Tests whether the provided values are valid parameters for this distribution. |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| Sample | 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 |
| Sample(Random, Double, MatrixDouble) | 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 |
| ToString |
A string representation of the distribution.
(Overrides ObjectToString) |
See Also