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    • BernoulliDistribution Class
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  • WishartDistribution Class
    • Members
    • WishartDistribution Constructor
    • Methods
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WishartDistribution Class

Members See Also 
Represents a multivariate Wishart distribution.

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 4.2.11333.0 (4.2.12253.0)

Syntax

C# 
[SerializableAttribute]
public class WishartDistribution
Visual Basic (Declaration) 
<SerializableAttribute> _
Public Class WishartDistribution
Visual C++ 
[SerializableAttribute]
public ref class WishartDistribution
F# 
[<SerializableAttribute>]
type WishartDistribution =  class end

Remarks

The Wishart distribution is a generalization of the Chi square distribution to multiple dimensions. The Wishart distribution is the distribution of the sample covariance matrix for a sample from the MultivariateNormalDistribution.

The Wishart distribution has two parameters: a scalar that represents the degrees of freedom of the distribution, and a positive definite scale matrix.

Inheritance Hierarchy

System..::..Object
  Extreme.Statistics.Distributions..::..WishartDistribution

See Also

WishartDistribution Members
Extreme.Statistics.Distributions Namespace

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