| Statistics Toolbox | |
Generate Wishart random matrix
Syntax
Description
W = wishrnd(SIGMA,df)
generates a random matrix W having the Wishart distribution with covariance matrix SIGMA and with df degrees of freedom.
W = wishrnd(SIGMA,df,D)
expects D to be the Cholesky factor of SIGMA. If you call wishrnd multiple times using the same value of SIGMA, it's more efficient to supply D instead of computing it each time.
[W,D] = wishrnd(SIGMA,df)
returns D so you can provide it as input in future calls to wishrnd.
See Also
| | weibstat | x2fx | |