30-Nov-2022 16:16:24 asa053_test(): MATLAB/Octave version 4.2.2 Test asa053(). asa053_test01(): Use wshrt() to generate a single Wishart deviate. The number of variables is 3 The number of degrees of freedom is 1 The upper Cholesky factor: Col: 1 2 3 Row --- 1 3 2 1 2 0 4 2 3 0 0 5 The sample matrix: Col: 1 2 3 Row --- 1 19.6693 -10.1825 1.95306 2 -10.1825 27.821 62.3549 3 1.95306 62.3549 178.331 asa053_test02() Use wshrt() to generate many Wishart deviates. Average them. Compare to D' * D * np / n. The number of variables is 3 The number of degrees of freedom is 2 The upper Cholesky factor: Col: 1 2 3 Row --- 1 3 2 1 2 0 4 2 3 0 0 5 The averaged matrix: Col: 1 2 3 Row --- 1 13.3741 8.97278 4.47109 2 8.97278 29.8976 15.1156 3 4.47109 15.1156 45.1908 Expected result: Col: 1 2 3 Row 1 : 13.5 9 4.5 2 : 9 30 15 3 : 4.5 15 45 asa053_test(): Normal end of execution. 30-Nov-2022 16:16:29