InverseWishartSample Method (RandomGenerator, Matrix, Double)

Static method which generates sample of inverse-Wishart distribution with user specified generator and parameters.

Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public static Matrix Sample(
	RandomGenerator generator,
	Matrix inverseScale,
	double degreesOfFreedom
)

generator: Type: FinMath.StatisticsRandomGenerator
Base random number generator.
inverseScale: Type: FinMath.LinearAlgebraMatrix
Inverse scale matrix.
degreesOfFreedom: Type: SystemDouble
Number of degrees of freedom. Must be greater than inverseScale.Rows - 1.

Type: Matrix
Sample matrix if inverseScale matrix is positive definite or null otherwise.

InverseWishartAddLanguageSpecificTextSet("LST40EA4580_0?cpp=::|nu=.");Sample Method (RandomGenerator, Matrix, Double)