Re: [Help-gsl] contribute code for Wishart distribution

[Patrick Alken]

Timothée,

  Yes can you send me a patch against the git master branch?

Thanks,
Patrick

On 07/17/2017 09:45 PM, Timothée Flutre wrote:
> Hello,
>
> I wrote some code to sample random matrices from the Wishart distribution,
> as well as compute the (log) probability density function, along with tests.
>
> For that I also added some code to cholesky.c to solve AX=B (where X is a
> matrix) where A is provided via its Cholesky factor (but I didn't wrote any
> test for that as I don't really understand the existing tests.)
>
> Patrick, can I send you the different modified files directly?
>
> Best,
> Timothée Flutre