Matrix |
A continuous matrix distribution is a probability distribution of a matrix-valued random variables.
Among the most well-known matrix probability distributions that are used for statistical modeling are:
This topic contains the following sections:
An abstract class CMDistribution represents base continuous matrix distribution.
All subclasses inherit from this class the following methods:
Method | Description | Performance |
---|---|---|
sample | Generate random variable sample. In place:Returning result: | |
Probability density function. |
All subclasses inherit from this class the following properties: