WishartSample Method (Matrix) |
Generates random variable sample.
Note that scale matrix should be positive definite.
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public override void Sample( Matrix sample )
Parameters
- sample
- Type: FinMath.LinearAlgebraMatrix
Matrix to store distribution sample.
See Also