[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Help-gsl] Re: sampling multivariate gaussian/normal distribution - hint

From: Heiko Bauke
Subject: [Help-gsl] Re: sampling multivariate gaussian/normal distribution - hints
Date: Fri, 23 Oct 2009 08:38:10 -0400


On Thu, 22 Oct 2009 21:19:02 -0500
Misha Koshelev <address@hidden> wrote:

> 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 appreciated.

TRNG [1] is a C++ library for pseudorandom numbers. It also implements
sampling from multivariate normal distribution, see the documentation
and in the example folder of the source
distribution how to use this feature.



-- Ein Diplomat ist ein Gentleman, der zweimal Ć¼berlegt, bevor er nichts
-- sagt. (John Steinbeck)
-- Cluster Computing @
--       Heiko Bauke @

reply via email to

[Prev in Thread] Current Thread [Next in Thread]