WishartDistribution Class

Represents a multivariate Wishart distribution.

Definition

Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
[SerializableAttribute]
public class WishartDistribution
Inheritance
Object  →  WishartDistribution

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.

Constructors

WishartDistribution Constructs a new WishartDistribution object.

Properties

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.

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FillSample Fills a symmetric matrix with a random sample from the distribution.
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetMeans Returns the mean or expectation value of the distribution.
GetTypeGets the Type of the current instance.
(Inherited from Object)
GetVariances Returns a matrix that contains the variance of individual elements of the distribution.
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Sample Returns a random sample from the distribution.
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also