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[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 |
Hello,
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?
Best,
Timothée Flutre
- [Help-gsl] contribute code for Wishart distribution,
Timothée Flutre <=