idlastro / Math and Statistics: RANDOMWISH

[Source code]

NAME
RANDOMWISH
PURUPOSE
ROUTINE TO DRAW RANDOM MATRICES FROM A WISHART DISTRIBUTION WITH DOF
DEGREES OF FREEDOM AND SCALE MATRIX S.
AUTHOR BRANDON C. KELLY, STEWARD OBS., JULY 2006
INPUTS
SEED - THE SEED FOR THE RANDOM NUMBER GENERATOR, CAN BE UNDEFINED.
DOF - THE DEGREES OF FREEDOM FOR THE WISHART DISTRIBUTION.
S - THE SCALE MATRIX. THE DIMENSION OF S CANNOT BE GREATER THAN
    DOF.
OPTIONAL INPUTS
NRAND - THE NUMBER OF RANDOM MATRICES TO DRAW
CALLED ROUTINES
MRANDOMN