InverseWishart Class

Continuous matrix variate inverse-Wishart distribution. http://en.wikipedia.org/wiki/Inverse-Wishart_distribution

Inheritance Hierarchy

SystemObject
FinMath.Statistics.DistributionsCMDistribution
FinMath.Statistics.DistributionsInverseWishart

Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

[SerializableAttribute]
public class InverseWishart : CMDistribution

The InverseWishart type exposes the following members.

Constructors

	Name	Description
	InverseWishart(Matrix, Double)	Creates new instance of with user specified parameters.
	InverseWishart(RandomGenerator, Matrix, Double)	Creates new instance of with user specified generator and parameters.

Properties

	Name	Description
	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.)
	InverseScale	Inverse scale matrix.
	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.)

Methods

	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 inverseScale matrix should be positive definite. (Overrides CMDistributionSample(Matrix).)
	Sample(Matrix, Double)	Static method which generates sample of inverse-Wishart distribution with user specified parameters.
	Sample(RandomGenerator, Matrix, Double)	Static method which generates sample of inverse-Wishart distribution with user specified generator and parameters.
	ToString	Returns a string that represents the current object. (Inherited from Object.)