InverseWishartMatrixDistribution[ν,Σ] 表示自由度为ν、协方差矩阵为Σ的逆威沙特矩阵分布. 更多信息 范例 打开所有单元 基本范例(3) 生成伪随机矩阵: In[1]:= Out[1]= 检查它是正定的: In[2]:= Out[2]= 使用MatrixPropertyDistribution的逆威沙特随机矩阵的样本特征值: ...
whereXandTared-by-dsymmetric positive definite matrices, andνis a scalar greater than or equal tod. While it is possible to define the Inverse Wishart for singularΤ, the density cannot be written as above. If a random matrix has a Wishart distribution with parametersT–1andν, then the ...
the multivariate gamma function.where and are positive definite matrices, and Γ p Theorems Distribution of the inverse of a Wishart-distributed matrix If and is of size , then has an inverse Wishart distribution with probability density function:where and is the multivariate gamma function.[2]
Inverse Wishart Distribution The inverse Wishart distribution is based on the Wishart distribution. In Bayesian statistics it is used as the conjugate prior for the covariance matrix of a multivariate normal distribution. Why did you choose this rating?Submit ...
Normal-Inverse-Wishart DistributionStatisticatLLC
mniw: The Matrix-Normal Inverse-Wishart Distribution Martin Lysy, Bryan Yates Description Density evaluation and random number generation for the Matrix-Normal Inverse-Wishart (MNIW) distribution, as well as the the Matrix-Normal, Matrix-T, Wishart, and Inverse-Wishart distributions. Core calculations...
Wishart DS, Feunang YD, Guo AC, Lo EJ, Marcu A, Grant JR, Sajed T, Johnson D, Li C, Sayeeda Z, et al. Drugbank 5.0: a major update to the drugbank database for 2018. Nucleic Acids Res. 2017; 46(D1):1074–82. Article CAS Google Scholar Steinbeck C, Han Y, Kuhn S, Horla...
使用MatrixPropertyDistribution的逆威沙特随机矩阵的样本特征值: In[1]:= In[2]:= Out[2]= 均值和方差: In[1]:= In[2]:= 范围(6) 属性和关系(3) 历史 2015年引入(10.3)|在以下年份被更新:2017(11.1) 按以下格式引用:Wolfram Research (2015),InverseWishartMatrixDistribution,Wolfram 语言函数,https:/...
Inverse Wishart Distribution and Conjugate Bayesian AnalysisLauritzen, Steffen
InverseWishartMatrixDistribution[\[Nu], \[CapitalSigma]] represents an inverse Wishart matrix distribution with \[Nu] degrees of freedom and covariance matrix \[CapitalSigma].