## Types in MathNet.Numerics.Distributions

Type Wishart

Namespace MathNet.Numerics.Distributions

Interfaces IDistribution

Multivariate Wishart distribution. This distribution is parameterized by the degrees of freedom nu and the scale matrix S. The Wishart distribution is the conjugate prior for the precision (inverse covariance) matrix of the multivariate normal distribution..

### Public Constructors

#### Wishart(double degreesOfFreedom, Matrix<T> scale)

Initializes a new instance of the Wishart class.
##### Parameters
###### `double` degreesOfFreedom

The degrees of freedom (n) for the Wishart distribution.

###### `Matrix<T>` scale

The scale matrix (V) for the Wishart distribution.

#### Wishart(double degreesOfFreedom, Matrix<T> scale, Random randomSource)

Initializes a new instance of the Wishart class.
##### Parameters
###### `double` degreesOfFreedom

The degrees of freedom (n) for the Wishart distribution.

###### `Matrix<T>` scale

The scale matrix (V) for the Wishart distribution.

###### `Random` randomSource

The random number generator which is used to draw random samples.

### Public Static Functions

#### boolIsValidParameterSet(double degreesOfFreedom, Matrix<T> scale)

Tests whether the provided values are valid parameters for this distribution.
##### Parameters
###### `double` degreesOfFreedom

The degrees of freedom (n) for the Wishart distribution.

###### `Matrix<T>` scale

The scale matrix (V) for the Wishart distribution.

#### Matrix<T>Sample(Random rnd, double degreesOfFreedom, Matrix<T> scale)

Samples a Wishart distributed random variable using the method Algorithm AS 53: Wishart Variate Generator W. B. Smith and R. R. Hocking Applied Statistics, Vol. 21, No. 3 (1972), pp. 341-345
##### Parameters
###### `Random` rnd

The random number generator to use.

###### `double` degreesOfFreedom

The degrees of freedom (n) for the Wishart distribution.

###### `Matrix<T>` scale

The scale matrix (V) for the Wishart distribution.

##### Return
###### `Matrix<T>`

a sequence of samples from the distribution.

### Public Methods

#### doubleDensity(Matrix<T> x)

Evaluates the probability density function for the Wishart distribution.
##### Parameters
###### `Matrix<T>` x

The matrix at which to evaluate the density at.

##### Return
###### `double`

the density at x.

#### Matrix<T>Sample()

Samples a Wishart distributed random variable using the method Algorithm AS 53: Wishart Variate Generator W. B. Smith and R. R. Hocking Applied Statistics, Vol. 21, No. 3 (1972), pp. 341-345
##### Return
###### `Matrix<T>`

A random number from this distribution.

#### stringToString()

A string representation of the distribution.
##### Return
###### `string`

a string representation of the distribution.

### Public Properties

#### doubleDegreesOfFreedom get;

Gets or sets the degrees of freedom (n) for the Wishart distribution.

#### Matrix<T>Mean get;

Gets the mean of the distribution.
Value:

#### Matrix<T>Mode get;

Gets the mode of the distribution.
Value:

#### RandomRandomSource get; set;

Gets or sets the random number generator which is used to draw random samples.

#### Matrix<T>Scale get;

Gets or sets the scale matrix (V) for the Wishart distribution.

#### Matrix<T>Variance get;

Gets the variance of the distribution.
Value: