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:


Last revised on 30 September 2022.