Collaboration diagram for Wishart sampling functions:

Functions
void	Wishart (const gsl_matrix , const int &, const gsl_rng , gsl_matrix *)

void	Wishart (const gsl_matrix , const size_t &, const gsl_rng , gsl_matrix *)

Detailed Description

These functions give samples from the Wishart distribution, the only difference between them is the type of the degrees of freedom paramter.

Parameters

[in]	gsl_matrix*	pointer to a matrix with the Cholesky-transformed covariance matrix parameter
[in]	int/size_t&	degrees of freedom parameter
[in]	gsl_rng*	pointer to a PNG
[out]	gsl_matrix*	pointer to a matrix with the sample

Functions