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[Help-gsl] sampling multivariate gaussian/normal distribution - hints

From: Misha Koshelev
Subject: [Help-gsl] sampling multivariate gaussian/normal distribution - hints
Date: Thu, 22 Oct 2009 21:19:02 -0500
User-agent: Thunderbird (X11/20090817)


I am new to GSL and have already found that, while trying to convert a MATLAB 
Gibbs sampler to
C, there is no function to sample a multivariate normal in GSL.

I have found several posts on this list that suggest such a feature will not be 
added at the moment.

Are there any libraries in C or C++ that might support this? Any links much 

Please reply all.

Thank you
Misha Koshelev
MD/PhD Student

Human Neuroimaging Laboratory
One Baylor Plaza
Baylor College of Medicine
Houston, TX 77030

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