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</div>
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<div class="header">
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<p class="class"><strong>Type</strong> InverseWishart</p>
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<p><strong>Namespace</strong> MathNet.Numerics.Distributions</p>
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<p><strong>Interfaces</strong> <a href="../MathNet.Numerics.Distributions/IDistribution.htm">IDistribution</a></p>
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</div>
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<div class="sub-header">
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<div id="summary">Multivariate Inverse Wishart distribution. This distribution is
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parameterized by the degrees of freedom nu and the scale matrix S. The inverse Wishart distribution
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is the conjugate prior for the covariance matrix of a multivariate normal distribution..
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</div>
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<h3 class="section">Constructors</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#.ctor">InverseWishart</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#.ctor">InverseWishart</a></li>
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</ul>
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<h3 class="section">Static Functions</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#IsValidParameterSet">IsValidParameterSet</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#Sample">Sample</a></li>
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</ul>
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<h3 class="section">Methods</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#Density">Density</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#Equals">Equals</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#GetHashCode">GetHashCode</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#GetType">GetType</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#Sample">Sample</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#ToString">ToString</a></li>
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</ul>
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<h3 class="section">Properties</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#DegreesOfFreedom">DegreesOfFreedom</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#Mean">Mean</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#Mode">Mode</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#RandomSource">RandomSource</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#Scale">Scale</a></li>
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<li><a href="../MathNet.Numerics.Distributions/InverseWishart.htm#Variance">Variance</a></li>
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</ul>
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</div>
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<h3 class="section">Public Constructors</h3>
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<div id=".ctor" class="method">
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<h4> <strong>InverseWishart</strong>(<span title="System.double">double</span> degreesOfFreedom, <a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a> scale)</h4>
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<div class="content">Initializes a new instance of the <a href="../MathNet.Numerics.Distributions/InverseWishart.htm">InverseWishart</a> class.
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><span title="System.double">double</span></code> degreesOfFreedom</h6>
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<p class="comments">The degree of freedom (ν) for the inverse Wishart distribution. </p>
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<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a></code> scale</h6>
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<p class="comments">The scale matrix (Ψ) for the inverse Wishart distribution. </p>
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</div>
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</div>
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</div>
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<div id=".ctor" class="method">
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<h4> <strong>InverseWishart</strong>(<span title="System.double">double</span> degreesOfFreedom, <a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a> scale, <span title="System.Random">Random</span> randomSource)</h4>
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<div class="content">Initializes a new instance of the <a href="../MathNet.Numerics.Distributions/InverseWishart.htm">InverseWishart</a> class.
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><span title="System.double">double</span></code> degreesOfFreedom</h6>
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<p class="comments">The degree of freedom (ν) for the inverse Wishart distribution. </p>
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<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a></code> scale</h6>
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<p class="comments">The scale matrix (Ψ) for the inverse Wishart distribution. </p>
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<h6><code><span title="System.Random">Random</span></code> randomSource</h6>
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<p class="comments">The random number generator which is used to draw random samples. </p>
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</div>
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</div>
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</div>
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<h3 class="section">Public Static Functions</h3>
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<div id="IsValidParameterSet" class="method">
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<h4><span title="System.bool">bool</span> <strong>IsValidParameterSet</strong>(<span title="System.double">double</span> degreesOfFreedom, <a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a> scale)</h4>
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<div class="content">Tests whether the provided values are valid parameters for this distribution.
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><span title="System.double">double</span></code> degreesOfFreedom</h6>
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<p class="comments">The degree of freedom (ν) for the inverse Wishart distribution. </p>
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<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a></code> scale</h6>
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<p class="comments">The scale matrix (Ψ) for the inverse Wishart distribution. </p>
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</div>
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</div>
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</div>
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<div id="Sample" class="method">
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<h4><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a> <strong>Sample</strong>(<span title="System.Random">Random</span> rnd, <span title="System.double">double</span> degreesOfFreedom, <a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a> scale)</h4>
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<div class="content">Samples an inverse Wishart distributed random variable by sampling
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a Wishart random variable and inverting the matrix.
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><span title="System.Random">Random</span></code> rnd</h6>
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<p class="comments">The random number generator to use. </p>
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<h6><code><span title="System.double">double</span></code> degreesOfFreedom</h6>
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<p class="comments">The degree of freedom (ν) for the inverse Wishart distribution. </p>
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<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a></code> scale</h6>
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<p class="comments">The scale matrix (Ψ) for the inverse Wishart distribution. </p>
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</div>
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<div class="return">
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<h5>Return</h5>
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<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a></code></h6>
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<p>a sample from the distribution. </p>
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</div>
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</div>
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</div>
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<h3 class="section">Public Methods</h3>
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<div id="Density" class="method">
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<h4><span title="System.double">double</span> <strong>Density</strong>(<a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a> x)</h4>
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<div class="content">Evaluates the probability density function for the inverse Wishart distribution.
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a></code> x</h6>
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<p class="comments">The matrix at which to evaluate the density at. </p>
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</div>
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<div class="return">
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<h5>Return</h5>
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<h6><code><span title="System.double">double</span></code></h6>
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<p>the density at <var>x</var>. </p>
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</div>
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</div>
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</div>
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<div id="Equals" class="method">
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<h4><span title="System.bool">bool</span> <strong>Equals</strong>(<span title="System.object">object</span> obj)</h4>
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<div class="content">
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</div>
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</div>
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<div id="GetHashCode" class="method">
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<h4><span title="System.int">int</span> <strong>GetHashCode</strong>()</h4>
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<div class="content">
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</div>
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</div>
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<div id="GetType" class="method">
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<h4><span title="System.Type">Type</span> <strong>GetType</strong>()</h4>
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<div class="content">
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</div>
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</div>
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<div id="Sample" class="method">
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<h4><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a> <strong>Sample</strong>()</h4>
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<div class="content">Samples an inverse Wishart distributed random variable by sampling
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a Wishart random variable and inverting the matrix.
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<div class="return">
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<h5>Return</h5>
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<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a></code></h6>
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<p>a sample from the distribution. </p>
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</div>
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</div>
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</div>
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<div id="ToString" class="method">
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<h4><span title="System.string">string</span> <strong>ToString</strong>()</h4>
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<div class="content">A string representation of the distribution.
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<div class="return">
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<h5>Return</h5>
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<h6><code><span title="System.string">string</span></code></h6>
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<p>a string representation of the distribution. </p>
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</div>
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</div>
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</div>
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<h3 class="section">Public Properties</h3>
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<div id="DegreesOfFreedom" class="method">
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<h4><span title="System.double">double</span> <strong>DegreesOfFreedom</strong> get; </h4>
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<div class="content">Gets or sets the degree of freedom (ν) for the inverse Wishart distribution.
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</div>
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</div>
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<div id="Mean" class="method">
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<h4><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a> <strong>Mean</strong> get; </h4>
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<div class="content">Gets the mean.
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<blockquote class="value">
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<strong>Value: </strong>
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</blockquote>
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</div>
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</div>
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<div id="Mode" class="method">
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<h4><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a> <strong>Mode</strong> get; </h4>
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<div class="content">Gets the mode of the distribution. <blockquote class="remarks">
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A. O'Hagan, and J. J. Forster (2004). Kendall's Advanced Theory of Statistics: Bayesian Inference. 2B (2 ed.). Arnold. ISBN 0-340-80752-0.
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</blockquote>
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<blockquote class="value">
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<strong>Value: </strong>
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</blockquote>
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</div>
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</div>
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<div id="RandomSource" class="method">
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<h4><span title="System.Random">Random</span> <strong>RandomSource</strong> get; set;</h4>
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<div class="content">Gets or sets the random number generator which is used to draw random samples.
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</div>
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</div>
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<div id="Scale" class="method">
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<h4><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a> <strong>Scale</strong> get; </h4>
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<div class="content">Gets or sets the scale matrix (Ψ) for the inverse Wishart distribution.
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</div>
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</div>
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<div id="Variance" class="method">
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<h4><a href="../MathNet.Numerics.LinearAlgebra/Matrix`1.htm">Matrix<T></a> <strong>Variance</strong> get; </h4>
|
|
<div class="content">Gets the variance of the distribution. <blockquote class="remarks">
|
|
Kanti V. Mardia, J. T. Kent and J. M. Bibby (1979). Multivariate Analysis.
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</blockquote>
|
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<blockquote class="value">
|
|
<strong>Value: </strong>
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</blockquote>
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</div>
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</div>
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<div id="footer">
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<p>Based on v5.0.0.0 of MathNet.Numerics (Math.NET Numerics)</p>
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<p>Generated by <a href="http://docu.jagregory.com">docu</a></p>
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