App Detail » Wishart Distribution Matrix

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App Description

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

App Changes

• November 04, 2014 Initial release
• March 12, 2015 New version 1.1
• October 19, 2015 New version 1.2
• November 05, 2016 New version 1.3
• June 14, 2019 New version 1.4
• January 13, 2020 New version 1.5
• October 22, 2020 New version 1.6
• September 29, 2021 New version 1.7