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    • ArcsineDistribution Class
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    • WishartDistribution Class
  • WishartDistribution Class
    • WishartDistribution Constructor
    • Properties
    • Methods

WishartDistribution Class

Extreme Optimization Numerical Libraries for .NET Professional
Represents a multivariate Wishart distribution.
Inheritance Hierarchy

SystemObject
  Extreme.Statistics.DistributionsWishartDistribution

Namespace:  Extreme.Statistics.Distributions
Assembly:  Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
Syntax

C#
VB
C++
F#
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[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.

Constructors

  NameDescription
Public methodWishartDistribution
Constructs a new WishartDistribution object.
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Properties

  NameDescription
Public propertyDegreesOfFreedom
Gets the degrees of freedom of the distribution.
Public propertyOrder
Gets the number of dimensions of the distribution.
Public propertyScaleMatrix
Gets the scale matrix for the distribution.
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Methods

  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodFillRandomVariate Obsolete.
Fills a symmetric matrix with a random sample from the distribution.
Public methodFillSample
Fills a symmetric matrix with a random sample from the distribution.
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetMeans
Returns the mean or expectation value of the distribution.
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodGetVariances
Returns a matrix that contains the variance of individual components of the distribution.
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodSample
Returns a random sample from the distribution.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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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.

See Also

Reference

Extreme.Statistics.Distributions Namespace

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