InverseWishartSample Method (Matrix, Double) |
Static method which generates sample of inverse-Wishart distribution with user specified parameters.
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public static Matrix Sample( Matrix inverseScale, double degreesOfFreedom )
Parameters
- inverseScale
- Type: FinMath.LinearAlgebraMatrix
Inverse scale matrix. - degreesOfFreedom
- Type: SystemDouble
Number of degrees of freedom. Must be greater than inverseScale.Rows - 1.
Return Value
Type: MatrixSample matrix if inverseScale matrix is positive definite or null otherwise.
See Also