Wishart Class |
Namespace: FinMath.Statistics.Distributions
[SerializableAttribute] public class Wishart : CMDistribution
The Wishart type exposes the following members.
Name | Description | |
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Wishart(Matrix, Double) |
Creates new instance of with user specified parameters.
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Wishart(RandomGenerator, Matrix, Double) |
Creates new instance of with user specified generator and parameters.
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Name | Description | |
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Columns |
Number of columns in distribution.
(Inherited from CMDistribution.) | |
DegreesOfFreedom |
Number of degrees of freedom.
| |
Entropy |
Entropy of the distribution.
http://en.wikipedia.org/wiki/Information_entropy
(Inherited from CMDistribution.) | |
Mean |
Means matrix.
(Overrides CMDistributionMean.) | |
Method |
Method of normal distribution generation.
| |
Mode |
Modes matrix.
(Overrides CMDistributionMode.) | |
Rows |
Number of rows in distribution.
(Inherited from CMDistribution.) | |
Scale |
Scale matrix.
| |
ScaleIsPositiveDefinite |
Indicates whether user specified scale matrix is positive definite.
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Name | Description | |
---|---|---|
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
Pdf(Matrix) |
Probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
(Overrides CMDistributionPdf(Matrix).) | |
Pdf(Matrix, Matrix, Double) |
Static probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
| |
Sample |
Creates random variable sample.
(Inherited from CMDistribution.) | |
Sample(Matrix) |
Generates random variable sample.
Note that scale matrix should be positive definite.
(Overrides CMDistributionSample(Matrix).) | |
Sample(Matrix, Double) |
Static method which generates sample of Wishart distribution with user specified generator and parameters.
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Sample(RandomGenerator, Matrix, Double) |
Static method which generates sample of Wishart distribution with user specified generator and parameters.
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ToString | Returns a string that represents the current object. (Inherited from Object.) |