wishart_matrix_test

wishart_matrix_test, a FORTRAN77 code which calls wishart_matrix(), which produces sample matrices from the Wishart or Bartlett distributions, useful for sampling random covariance matrices.

Licensing:

The computer code and data files made available on this web page are distributed under the GNU LGPL license.

Related Data and Programs:

wishart_matrix, a FORTRAN77 code which produces sample matrices from the Wishart or Bartlett distributions, useful for sampling random covariance matrices.

Source Code:

• wishart_matrix_test.f a sample calling program.
• wishart_matrix_test.sh, BASH commands to compile and run the sample program.
• wishart_matrix_test.txt, the output file.