Hi John:
I don't have the code, but you can check Applied Statistics,
1972-1975(?) for the algorithm.
(Sorry I don't have the exact date....I'm out of town).
By the way, how's Abbott?
Sincerely,
Erin Hodgess
Assistant Professor
Dept. of Computer and Mathematical Sciences
University of Houston -- Downtown
e-mail: hodgess@uhdux2.dt.uh.edu
From: John Castelloe <jcaste@stat.uiowa.edu>
Subject: [S] Wishart simulation?
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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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