So far these have been satisfied by commons math. Not sure if commons has the wishart distribution. It should be a moderate, but reasonable amount of work to implement.
Inverse gamma should be relatively trivial (generate from x ~ Gamma, return 1/x) On Sun, Feb 9, 2014 at 9:51 PM, Dmitriy Lyubimov <[email protected]> wrote: > Hi, > > I vaguely remember mention of stat external dependencies in mahout. What > dependencies we would rely on if we wanted to sample say from inverse gamma > or wishart? > > Thanks in advance . >
