bayespy.utils.random.covariance

bayespy.utils.random.covariance(D, size=(), nu=None)

Draw a random covariance matrix.

Draws from inverse-Wishart distribution. The distribution of each element is independent of the dimensionality of the matrix.

C ~ Inv-W(I, D)

Parameters

Dint

Dimensionality of the covariance matrix.