wishart_matrix_test


wishart_matrix_test, a FORTRAN77 code which calls wishart_matrix(), 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_matrix, a FORTRAN77 code which produces sample matrices from the Wishart or Bartlett distributions, useful for sampling random covariance matrices.

Source Code:


Last revised on 18 September 2023.