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Re: [Help-gsl] sampling multivariate gaussian/normal distribution - hin
From: |
Misha Koshelev |
Subject: |
Re: [Help-gsl] sampling multivariate gaussian/normal distribution - hints |
Date: |
Fri, 23 Oct 2009 07:24:48 -0500 |
User-agent: |
Thunderbird 2.0.0.23 (X11/20090817) |
Thank you so much! This looks very helpful
Misha
Ralph Silva wrote:
> The following link may help you:
>
> http://www.mail-archive.com/address@hidden/msg00631.html
>
> On Fri, Oct 23, 2009 at 1:19 PM, Misha Koshelev <address@hidden
> <mailto:address@hidden>> wrote:
>
> Hi:
>
> I am new to GSL and have already found that, while trying to convert
> a MATLAB Gibbs sampler to
> C, there is no function to sample a multivariate normal in GSL.
>
> I have found several posts on this list that suggest such a feature
> will not be added at the moment.
>
> Are there any libraries in C or C++ that might support this? Any
> links much appreciated.
>
> Please reply all.
>
> Thank you
> Misha
> --
> Misha Koshelev
> MD/PhD Student
>
> Human Neuroimaging Laboratory
> One Baylor Plaza
> S104
> Baylor College of Medicine
> Houston, TX 77030
>
>
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> Help-gsl mailing list
> address@hidden <mailto:address@hidden>
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>
>
--
Misha Koshelev
MD/PhD Student
Human Neuroimaging Laboratory
One Baylor Plaza
S104
Baylor College of Medicine
Houston, TX 77030