WishartPdf Method (Matrix) |
Probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public override double Pdf( Matrix x )
Parameters
- x
- Type: FinMath.LinearAlgebraMatrix
Argument (value of random variable).
Return Value
Type: DoubleProbability that random variable sample will be in locality of given value.
See Also