Inverse Wishart Distribution
Generate pseudorandom samples from the inverse Wishart distribution
Statistics and Machine Learning Toolbox™ provides the iwishrnd
function to generate
random numbers from the inverse Wishart distribution. To learn about the
inverse Wishart distribution, see Inverse Wishart Distribution.
Functions
iwishrnd | Inverse Wishart random numbers |
Topics
- 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.