idlastro / Math and Statistics: RANDOMWISH

[Source code]

NAME

RANDOMWISH

PURUPOSE

ROUTINE TO DRAW RANDOM MATRICES FROM A WISHART DISTRIBUTION WITH DOF

DEGREES OF FREEDOM AND SCALE MATRIX S.

AUTHOR BRANDON C. KELLY, STEWARD OBS., JULY 2006

INPUTS

SEED - THE SEED FOR THE RANDOM NUMBER GENERATOR, CAN BE UNDEFINED.
DOF - THE DEGREES OF FREEDOM FOR THE WISHART DISTRIBUTION.
S - THE SCALE MATRIX. THE DIMENSION OF S CANNOT BE GREATER THAN
    DOF.

OPTIONAL INPUTS

NRAND - THE NUMBER OF RANDOM MATRICES TO DRAW

CALLED ROUTINES

MRANDOMN