asa053_test

asa053_test, a Fortran90 code which calls asa053(), which returns samples from the Wishart distribution.

Licensing:

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

Related Data and Programs:

asa053, a Fortran90 code which produces sample matrices from the Wishart distribution, by William Smith and Ronald Hocking. This is a version of Applied Statistics Algorithm 53.

Source Code:

• asa053_test.f90, calls all the tests.
• asa053_test.sh, runs all the tests.
• asa053_test.txt, the output file.