From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (qmail 6981 invoked by alias); 5 Mar 2004 14:26:26 -0000 Mailing-List: contact gsl-discuss-help@sources.redhat.com; run by ezmlm Precedence: bulk List-Subscribe: List-Archive: List-Post: List-Help: , Sender: gsl-discuss-owner@sources.redhat.com Received: (qmail 6972 invoked from network); 5 Mar 2004 14:26:26 -0000 Received: from unknown (HELO post.its.mcw.edu) (141.106.32.10) by sources.redhat.com with SMTP; 5 Mar 2004 14:26:26 -0000 Received: from markov.biostat.mcw.edu (markov.biostat.mcw.edu [141.106.120.18]) by post.its.mcw.edu (8.11.6+Sun/8.11.4) with SMTP id i25EQN528234; Fri, 5 Mar 2004 08:26:24 -0600 (CST) Message-Id: <200403051426.i25EQN528234@post.its.mcw.edu> Date: Fri, 05 Mar 2004 14:26:00 -0000 From: Rodney Sparapani Reply-To: Rodney Sparapani Subject: Re: Multivariate random number generators To: przemyslaw.sliwa@db.com Cc: gsl-discuss@sources.redhat.com MIME-Version: 1.0 Content-Type: TEXT/plain; charset=us-ascii Content-MD5: WvRex5nbriQVLAbmHj3PpQ== X-SW-Source: 2004-q1/txt/msg00082.txt.bz2 >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