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 GNU LGPL 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:


Last revised on 08 April 2020.