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Re: [Help-gsl] contribute code for Wishart distribution

From: Patrick Alken
Subject: Re: [Help-gsl] contribute code for Wishart distribution
Date: Wed, 26 Jul 2017 10:16:47 -0600
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:52.0) Gecko/20100101 Thunderbird/52.2.0


  Yes can you send me a patch against the git master branch?


On 07/17/2017 09:45 PM, Timothée Flutre wrote:

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

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