[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Help-gsl] Question about the GSL random number generator-wishart

From: yorkey
Subject: [Help-gsl] Question about the GSL random number generator-wishart
Date: Tue, 21 Jun 2016 10:38:33 +0800

Dear Sir or Madam,
     I am using the GSL random number generator to sample cases from various 
distributions in my project. It is great to find that GSL supports lots of 
distributions. However, neither “wishart” nor “inverse wishart” has been found 
in GSL. In Gibbs sampling, we always draw samples from the inverse wishart 
distribution, which is the conjugate prior for the covariance matrix of the 
multivariate gaussian distribution. Notice that the multivariate gaussian and 
the related conjugate prior distributions are frequently employed in Bayesian 
analysis, I want to know: is there any alternative implementation of wishart is 
GSL? Or is there any version under development supporting the inverse wishart 
    Thanks a lot for your kind attention.


reply via email to

[Prev in Thread] Current Thread [Next in Thread]