Wishart
Represents a multivariate Wishart distribution.
Definition
Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
[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.
Obsolete. |
| 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) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| Get | Returns the mean or expectation value of the distribution. |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| Get | 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) |