[S] Wishart simulation?

[John Castelloe <jcaste@stat.uiowa.edu>]

Is there any code available (S-Plus and/or C/C++) to generate realizations
from a two-dimensional Wishart distribution?

Thanks,
John

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| John Castelloe       phone: (319)335-2009                     |
| Computer RA            fax: (319)335-3017                     |
| Dept. of Statistics    web: http://www.stat.uiowa.edu/~jcaste |
| University of Iowa  office: 269 SH                            |
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