價格:免費
更新日期:2019-01-21
檔案大小:673.8 KB
目前版本:1.4
版本需求:需要 iOS 12.0 或以上版本。與 iPhone、iPad 及 iPod touch 相容。
支援語言:英語
The Wishart Distribution is a matrix generalization of the chi-square distribution. It is a distribution for a symmetric positive definite matrix whereby the diagonal elements are each chi-square random variables.
In this Wishart Distribution Matrix iPad and iPhone app the following variables are defined.
N is the number of desired observations sampled from the distribution. The sample size is defined as 1000 in this app DF is a scalar value representing the degrees of freedom ( values 3 to 16 )
Scale is either a 2x2, 3x3 or 4x symmetric positive definite matrix.
The returned matrix contains N random draws from the Wishart distribution with DF degrees of freedom. Each row of the returned matrix represents either a 2x2, 3x3 or 4x4 matrix ( for iPad ) or a 2x2 matrix ( for iPhone )
A feature of this app is the ability to utilize a Cholesky Upper Triangular Matrix to enter the data values for the Symmetric Positive Definite Matrix. Examples also provided to enter data values for the Symmetric Positive Definite Matrix
支援平台:iPhone, iPad