wishart_matrix_test

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

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and Programs:

wishart_matrix, a C++ code which produces sample matrices from the Wishart or Bartlett distributions, useful for sampling random covariance matrices.

Source Code:

• wishart_matrix_test.cpp a sample calling program.
• wishart_matrix_test.sh runs all the tests.
• wishart_matrix_test.txt, the output file.