Hello, it would indeed be very useful to add support for random number generation for the multivariate Normal and Wishart distributions in the GSL.
I recently obtained C code from colleagues who published an article using the GSL (Jia and Jannink, Genetics, 2012). It hence is under the GPL, too. In their code, they added 2 functions, one for multivariate Normal and one for Wishart. How can I add these 2 functions to the GSL? Can I simply create files ready to be included into the GSL and send them to this mailing list? Moreover, the original authors didn't provide any test. So I guess one would have to add this. So I had a quick look into "tree/randist/test.c" in the git repo, but didn't quite understand how "testMoments()" is working. I can't be considered as a solid C programmer... I can give it a try, but would anyone be willing to help? Timothée Flutre 2016-06-21 18:00 GMT+02:00 <[email protected]>: > Send Help-gsl mailing list submissions to > [email protected] > > To subscribe or unsubscribe via the World Wide Web, visit > https://lists.gnu.org/mailman/listinfo/help-gsl > or, via email, send a message with subject or body 'help' to > [email protected] > > You can reach the person managing the list at > [email protected] > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of Help-gsl digest..." > > > Today's Topics: > > 1. Question about the GSL random number generator-wishart (yorkey) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Tue, 21 Jun 2016 10:38:33 +0800 > From: yorkey <[email protected]> > To: [email protected] > Cc: yorkey <[email protected]> > Subject: [Help-gsl] Question about the GSL random number > generator-wishart > Message-ID: <[email protected]> > Content-Type: text/plain; charset=gb2312 > > Dear Sir or Madam, > I am using the GSL random number generator to sample cases from > various distributions in my project. It is great to find that GSL supports > lots of distributions. However, neither ?wishart? nor ?inverse wishart? has > been found in GSL. In Gibbs sampling, we always draw samples from the > inverse wishart distribution, which is the conjugate prior for the > covariance matrix of the multivariate gaussian distribution. Notice that > the multivariate gaussian and the related conjugate prior distributions are > frequently employed in Bayesian analysis, I want to know: is there any > alternative implementation of wishart is GSL? Or is there any version under > development supporting the inverse wishart distribution? > Thanks a lot for your kind attention. > > Best, > yorkey > > > > ------------------------------ > > Subject: Digest Footer > > _______________________________________________ > Help-gsl mailing list > [email protected] > https://lists.gnu.org/mailman/listinfo/help-gsl > > > ------------------------------ > > End of Help-gsl Digest, Vol 151, Issue 2 > **************************************** >
