Mercurial > forge
changeset 12330:adf9fa30fc6b octave-forge
Fixed texinfo help text.
author | asnelt |
---|---|
date | Thu, 23 Jan 2014 00:43:21 +0000 |
parents | 423032e650fa |
children | ef04102f4ee5 |
files | main/statistics/inst/wishrnd.m |
diffstat | 1 files changed, 1 insertions(+), 1 deletions(-) [+] |
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--- a/main/statistics/inst/wishrnd.m Wed Jan 22 22:20:01 2014 +0000 +++ b/main/statistics/inst/wishrnd.m Thu Jan 23 00:43:21 2014 +0000 @@ -15,7 +15,7 @@ ## ## Output: a random @var{p} x @var{p} matrix @var{W} from the Wishart(@var{Sigma}, @var{df}) distribution. If @var{n} > 1, then @var{W} is @var{p} x @var{p} x @var{n} and holds @var{n} such random matrices. (Optionally, the Cholesky factor @var{D} of @var{Sigma} is also returned.) ## -## Averaged across many samples, the mean of @var{W} should approach @var{df}*@var{Sigma}, and the variance of each element @var{W}_{ij} should approach @var{df}*(@var{Sigma}_{ij}^2 + @var{Sigma}_{ii}*@var{Sigma}_{jj}) +## Averaged across many samples, the mean of @var{W} should approach @var{df}*@var{Sigma}, and the variance of each element @var{W}_ij should approach @var{df}*(@var{Sigma}_ij^2 + @var{Sigma}_ii*@var{Sigma}_jj) ## ## Reference: Yu-Cheng Ku and Peter Bloomfield (2010), Generating Random Wishart Matrices with Fractional Degrees of Freedom in OX, http://www.gwu.edu/~forcpgm/YuChengKu-030510final-WishartYu-ChengKu.pdf ##