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Wishart Class

Continuous matrix variate Wishart distribution. http://en.wikipedia.org/wiki/Wishart_distribution
Inheritance Hierarchy
SystemObject
  FinMath.Statistics.DistributionsCMDistribution
    FinMath.Statistics.DistributionsWishart

Namespace:  FinMath.Statistics.Distributions
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
[SerializableAttribute]
public class Wishart : CMDistribution

The Wishart type exposes the following members.

Constructors
  NameDescription
Public methodWishart(Matrix, Double)
Creates new instance of with user specified parameters.
Public methodWishart(RandomGenerator, Matrix, Double)
Creates new instance of with user specified generator and parameters.
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Properties
  NameDescription
Public propertyColumns
Number of columns in distribution.
(Inherited from CMDistribution.)
Public propertyDegreesOfFreedom
Number of degrees of freedom.
Public propertyEntropy
Entropy of the distribution. http://en.wikipedia.org/wiki/Information_entropy
(Inherited from CMDistribution.)
Public propertyMean
Means matrix.
(Overrides CMDistributionMean.)
Public propertyMethod
Method of normal distribution generation.
Public propertyMode
Modes matrix.
(Overrides CMDistributionMode.)
Public propertyRows
Number of rows in distribution.
(Inherited from CMDistribution.)
Public propertyScale
Scale matrix.
Public propertyScaleIsPositiveDefinite
Indicates whether user specified scale matrix is positive definite.
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Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodPdf(Matrix)
Probability distribution function. http://en.wikipedia.org/wiki/Probability_density_function
(Overrides CMDistributionPdf(Matrix).)
Public methodStatic memberPdf(Matrix, Matrix, Double)
Static probability distribution function. http://en.wikipedia.org/wiki/Probability_density_function
Public methodSample
Creates random variable sample.
(Inherited from CMDistribution.)
Public methodSample(Matrix)
Generates random variable sample. Note that scale matrix should be positive definite.
(Overrides CMDistributionSample(Matrix).)
Public methodStatic memberSample(Matrix, Double)
Static method which generates sample of Wishart distribution with user specified generator and parameters.
Public methodStatic memberSample(RandomGenerator, Matrix, Double)
Static method which generates sample of Wishart distribution with user specified generator and parameters.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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See Also