asa053_test


asa053_test, a C++ code which calls asa053() to return samples from the Wishart distribution.

Licensing:

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

Related Data and Programs:

asa053, a C++ 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:


Last revised on 25 January 2020.