/// <summary>
/// Samples an inverse Wishart distributed random variable by sampling
/// a Wishart random variable and inverting the matrix.
/// </summary>
/// <param name="rnd">The random number generator to use.</param>
/// <param name="nu">The degrees of freedom.</param>
/// <param name="s">The scale matrix.</param>
/// <returns>a sample from the distribution.</returns>
public static Matrix<double> Sample(Random rnd, double nu, Matrix<double> s)
{
if (Control.CheckDistributionParameters && !IsValidParameterSet(nu, s))
{
throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
}
var r = Wishart.Sample(rnd, nu, s.Inverse());
return r.Inverse();
}
/// <summary>
/// Samples an inverse Wishart distributed random variable by sampling
/// a Wishart random variable and inverting the matrix.
/// </summary>
/// <param name="rnd">The random number generator to use.</param>
/// <param name="degreesOfFreedom">The degree of freedom (ν) for the inverse Wishart distribution.</param>
/// <param name="scale">The scale matrix (Ψ) for the inverse Wishart distribution.</param>
/// <returns>a sample from the distribution.</returns>
public static Matrix <double> Sample(System.Random rnd, double degreesOfFreedom, Matrix <double> scale)
{
if (Control.CheckDistributionParameters && !IsValidParameterSet(degreesOfFreedom, scale))
{
throw new ArgumentException(Resource.InvalidDistributionParameters);
}
var r = Wishart.Sample(rnd, degreesOfFreedom, scale.Inverse());
return(r.Inverse());
}
public void CanSample()
{
var d = new Wishart(1.0, Matrix<double>.Build.RandomPositiveDefinite(2, 1));
d.Sample();
}