Wishart Distribution Class
Represents a multivariate Wishart distribution.
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
[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
Wishart | Constructs a new WishartDistribution object. |
Properties
Degrees | Gets the degrees of freedom of the distribution. |
Order | Gets the number of dimensions of the distribution. |
Scale | Gets the scale matrix for the distribution. |
Methods
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Fill | 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) |
Get | Serves as the default hash function. (Inherited from Object) |
Get | Returns the mean or expectation value of the distribution. |
Get | Gets the Type of the current instance. (Inherited from Object) |
Get | Returns a matrix that contains the variance of individual elements of the distribution. |
Memberwise | 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) |