[Top][All Lists]

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

[Help-gsl] contribute code for Wishart distribution

From: Timothée Flutre
Subject: [Help-gsl] contribute code for Wishart distribution
Date: Tue, 18 Jul 2017 10:45:55 +0700


I wrote some code to sample random matrices from the Wishart distribution,
as well as compute the (log) probability density function, along with tests.

For that I also added some code to cholesky.c to solve AX=B (where X is a
matrix) where A is provided via its Cholesky factor (but I didn't wrote any
test for that as I don't really understand the existing tests.)

Patrick, can I send you the different modified files directly?

Timothée Flutre

reply via email to

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