Re: Wishart Distribution

[Rodney Sparapani <rsparapa at post dot its dot mcw dot edu>]

Adam:

I do not believe this is currently part of GSL, but it would definitely be 
welcome!

Thanks, Rodney

>Date: Thu, 12 Dec 2002 15:15:34 +0000 (GMT)
>From: Adam Johansen <amj26@hermes.cam.ac.uk>
>To: gsl-discuss@sources.redhat.com
>cc: "Adam (Engineering) Johansen" <amj26@eng.cam.ac.uk>
>Subject: Wishart Distribution
>MIME-Version: 1.0
>
>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
>
>

Rodney Sparapani              Medical College of Wisconsin
Sr. Biostatistician           Patient Care & Outcomes Research
rsparapa@mcw.edu              http://www.mcw.edu/pcor
Was 'Name That Tune' rigged?  WWLD -- What Would Lombardi Do