WishartPdf Method (Matrix, Matrix, Double)

Static 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

Syntax

public static double Pdf(
	Matrix x,
	Matrix scale,
	double degreesOfFreedom
)

x: Type: FinMath.LinearAlgebraMatrix
Argument (value of random variable).
scale: Type: FinMath.LinearAlgebraMatrix
Scale matrix.
degreesOfFreedom: Type: SystemDouble
Number of degrees of freedom. Must be greater than scale.Rows - 1.

Type: Double
Probability that random variable sample will be in locality of given value.

WishartAddLanguageSpecificTextSet("LSTDBE066C1_0?cpp=::|nu=.");Pdf Method (Matrix, Matrix, Double)