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## [Octave-bug-tracker] [bug #55860] possible bug in wishrnd.m (statistics

 From: anonymous Subject: [Octave-bug-tracker] [bug #55860] possible bug in wishrnd.m (statistics package) Date: Thu, 7 Mar 2019 22:24:02 -0500 (EST) User-agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10.13; rv:62.0) Gecko/20100101 Firefox/62.0

```URL:
<https://savannah.gnu.org/bugs/?55860>

Summary: possible bug in wishrnd.m (statistics package)
Project: GNU Octave
Submitted by: None
Submitted on: Fri 08 Mar 2019 03:24:00 AM UTC
Category: Octave Forge Package
Severity: 3 - Normal
Priority: 5 - Normal
Item Group: Incorrect Result
Status: None
Assigned to: None
Originator Name:
Originator Email:
Open/Closed: Open
Discussion Lock: Any
Release: 4.4.1
Operating System: Any

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Details:

For a non-integer df, the current code is:

Z = diag(sqrt(chi2rnd(df - (0:(p-1))))); #fill diagonal
Z(ii > jj) = randn(p*(p-1)/2, 1); #fill lower triangle with normally
distributed variates
Z = D * Z;
W(:, :, i) = Z*Z';

However, D is provided by chol(), which by default produces upper triangular
matrices. So, the order of multiplications should be:
Z = Z * D;
W(:, :, i) = Z' * Z;

To take into account the changed order, the Z matrix should have its upper
triangle filled with normally distributed variates, instead of the lower
triangle:
Z(ii < jj) = randn(p*(p-1)/2, 1);

_______________________________________________________

<https://savannah.gnu.org/bugs/?55860>

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