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Wishart Distribution
- From: Adam Johansen <amj26 at hermes dot cam dot ac dot uk>
- To: gsl-discuss at sources dot redhat dot com
- Cc: "Adam (Engineering) Johansen" <amj26 at eng dot cam dot ac dot uk>
- Date: Thu, 12 Dec 2002 15:15:34 +0000 (GMT)
- Subject: Wishart Distribution
Hello,
Unless I've been looking in the wrong place, the Wishart distribution
doesn't appear to be included in the gsl random number distributions. As
I'm probably going to have to implement one anyway, I was wondering
whether there would be any interest in including it within the gsl (I'd
like to know before I start as it will obviously effect my coding style
and choice of variable names, etc.). It seems likely that it will be
useful to at least some users as the conjugate distribution to the
precision matrix of a multivariate normal distribution.
Apologies if I've missed something which is already present, or it's been
decided not to include this distribution.
Thanks,
Adam