[S] Inverse Wishart distrib

Michael Conklin (mconklin_1@cresearch.com)
Thu, 11 Jun 1998 18:00:09 -0500


Does anyone have any code to pull random samples from an Inverse Wishart distribution? I have some SAS IML code to do so, but I don't use SAS and don't understand all the operators in use. Any code or pointers to code in S or C or Fortran would be great.

Michael Conklin
mconklin@cresearch.com

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