Represents a multivariate Wishart distribution.
SystemObject Extreme.Statistics.DistributionsWishartDistribution
Namespace:
Extreme.Statistics.Distributions
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
[SerializableAttribute]
public class WishartDistribution
<SerializableAttribute>
Public Class WishartDistribution
[SerializableAttribute]
public ref class WishartDistribution
[<SerializableAttribute>]
type WishartDistribution = class end
The WishartDistribution type exposes the following members.
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| Name | Description |
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 | DegreesOfFreedom |
Gets the degrees of freedom of the distribution.
|
 | Order |
Gets the number of dimensions of the distribution.
|
 | ScaleMatrix |
Gets the scale matrix for the distribution.
|
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| Name | Description |
---|
 | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
 | FillRandomVariate | Obsolete.
Fills a symmetric matrix with a random sample from the distribution.
|
 | FillSample |
Fills a symmetric matrix with a random sample from the distribution.
|
 | 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.) |
 | GetMeans |
Returns the mean or expectation value of the distribution.
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 | GetType | Gets the Type of the current instance. (Inherited from Object.) |
 | GetVariances |
Returns a matrix that contains the variance of individual components of the distribution.
|
 | MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
 | Sample |
Returns a random sample from the distribution.
|
 | ToString | Returns a string that represents the current object. (Inherited from Object.) |
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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.
Reference