wishart_matrix_test


wishart_matrix_test, an Octave code which calls wishart_matrix(), which produces sample matrices from the Wishart or Bartlett distributions, useful for sampling random covariance matrices.

Licensing:

The computer code and data files made available on this web page are distributed under the MIT license

Related Data and Programs:

wishart_matrix, an Octave code which produces sample matrices from the Wishart or Bartlett distributions, useful for sampling random covariance matrices.

Source Code:


Last revised on 30 September 2022.