21-Jun-2022 22:09:22

asa053_test():
  MATLAB/Octave version 9.8.0.1380330 (R2020a) Update 2
  Test asa053().

asa053_test01():
  Use wshrt() to generate a single Wishart deviate.

  The number of variables is 3
  The number of degrees of freedom is 1

  The upper Cholesky factor:

  Col:       1             2             3       
  Row
  ---
   1             3             2             1  
   2             0             4             2  
   3             0             0             5  

  The sample matrix:

  Col:       1             2             3       
  Row
  ---
   1       26.6084       1.78341       10.3989  
   2       1.78341       1.05774       4.05503  
   3       10.3989       4.05503       27.4425  

asa053_test02()
  Use wshrt() to generate many Wishart deviates.
  Average them.
  Compare to D' * D * np / n.

  The number of variables is 3
  The number of degrees of freedom is 2

  The upper Cholesky factor:

  Col:       1             2             3       
  Row
  ---
   1             3             2             1  
   2             0             4             2  
   3             0             0             5  

  The averaged matrix:

  Col:       1             2             3       
  Row
  ---
   1       13.5929       9.14172       4.43084  
   2       9.14172       30.0146       15.2653  
   3       4.43084       15.2653       45.0231  

  Expected result:

  Col:       1             2             3       
  Row
      1 :        13.5             9           4.5  
      2 :           9            30            15  
      3 :         4.5            15            45  

asa053_test():
  Normal end of execution.

21-Jun-2022 22:09:22