Re: [Help-gsl] sampling multivariate gaussian/normal distribution - hints

[Ralph Silva]

The following link may help you:

http://www.mail-archive.com/address@hidden/msg00631.html

On Fri, Oct 23, 2009 at 1:19 PM, Misha Koshelev <address@hidden> wrote:

> Hi:
>
> I am new to GSL and have already found that, while trying to convert a
> MATLAB Gibbs sampler to
> C, there is no function to sample a multivariate normal in GSL.
>
> I have found several posts on this list that suggest such a feature will
> not be added at the moment.
>
> Are there any libraries in C or C++ that might support this? Any links much
> appreciated.
>
> Please reply all.
>
> Thank you
> Misha
> --
> Misha Koshelev
> MD/PhD Student
>
> Human Neuroimaging Laboratory
> One Baylor Plaza
> S104
> Baylor College of Medicine
> Houston, TX 77030
>
>
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