Wishart Distribution

For questions regarding programming in the EViews programming language.

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ethani
Posts: 3
Joined: Mon Feb 06, 2012 8:42 am

Wishart Distribution

Postby ethani » Mon Feb 06, 2012 8:46 am

Is there a way to generate a random matrix from a Wishart Distribution? Or does anyone out there have a program that generates them?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Wishart Distribution

Postby EViews Gareth » Mon Feb 06, 2012 8:58 am

There's nothing built in to do it.
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