wishart_test

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

Source Code:

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