% PURPOSE: demo of random draws from a Wishart distribution % %--------------------------------------------------- % USAGE: wish_d %--------------------------------------------------- ndraws = 1000; n = 100; k=5; x = randn(n,5); xpx = x'*x; xpxi = inv(xpx); v = 10; w = zeros(k,k); for i=1:ndraws; w = w + wish_rnd(xpx,v); end; fprintf('mean of wishart should = \n'); mprint(v*xpx); fprintf('mean of wishart draws = \n'); mprint(w/ndraws);