From: Rodney Sparapani <rsparapa@post.its.mcw.edu>
To: przemyslaw.sliwa@db.com
Cc: gsl-discuss@sources.redhat.com
Subject: Re: Multivariate random number generators
Date: Fri, 05 Mar 2004 14:26:00 -0000 [thread overview]
Message-ID: <200403051426.i25EQN528234@post.its.mcw.edu> (raw)
>Hi,
>
>I have coded four random number generators for multivariate distributions.
>They include:
> Multivariate (elliptical) t-distribution
> Multivariate generalized Laplace distribution,
> Multivariate skew-normal distribution
> Multivariate skew-t student distribution.
>
>All distributions are expressed in terms of univariate distribution (normal,
gamma and chi^2), so that no special inverse transformation or similar method is
used. I have done it for my thesis and thought it can be useful for others. If
you are interested please let me know and I will code it using the GSL
standards.
>Przem
>
Przem:
I would love to see it in GSL. Let me know if I can help.
Rodney Sparapani Medical College of Wisconsin
Sr. Biostatistician Patient Care & Outcomes Research
rsparapa@mcw.edu http://www.mcw.edu/pcor
Was 'Name That Tune' rigged? WWLD -- What Would Lombardi Do
next reply other threads:[~2004-03-05 14:26 UTC|newest]
Thread overview: 7+ messages / expand[flat|nested] mbox.gz Atom feed top
2004-03-05 14:26 Rodney Sparapani [this message]
-- strict thread matches above, loose matches on Subject: below --
2004-03-09 11:00 Przemyslaw Sliwa
2004-03-05 11:09 Przemyslaw Sliwa
2004-03-05 18:57 ` Brian Gough
2004-03-05 19:21 ` Robert G. Brown
2004-03-09 9:08 ` Brian Gough
2004-03-08 17:47 ` linas
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