WishartDistributionRandom Method (Int32, Int32, Double, Double, Random)

Generates a random vector of observations from the current distribution.

Namespace: Accord.Statistics.Distributions.Multivariate
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

Copy

public static double[,][] Random(
	int samples,
	int degreesOfFreedom,
	double[,] scale,
	double[,][] result,
	Random source
)

Public Shared Function Random ( 
	samples As Integer,
	degreesOfFreedom As Integer,
	scale As Double(,),
	result As Double(,)(),
	source As Random
) As Double(,)()

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Parameters

samples: Type: SystemInt32
The number of samples to generate.
degreesOfFreedom: Type: SystemInt32
The degrees of freedom n.
scale: Type: SystemDouble
The positive-definite matrix scale matrix V.
result: Type: SystemDouble
The location where to store the samples.
source: Type: SystemRandom
The random number generator to use as a source of randomness. Default is to use Random.

Return Value

Type: Double
A random vector of observations drawn from this distribution.

Reference

WishartDistribution Class

Random Overload

Accord.Statistics.Distributions.Multivariate Namespace