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Wishart Distribution
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Wishart Distribution
Posted:
Mon Feb 06, 2012 8:46 am
by
ethani
Is there a way to generate a random matrix from a Wishart Distribution? Or does anyone out there have a program that generates them?
Re: Wishart Distribution
Posted:
Mon Feb 06, 2012 8:58 am
by
EViews Gareth
There's nothing built in to do it.