Last change
on this file was
37,
checked in by (none), 15 years ago
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Added original make3d
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-
Property svn:executable set to
*
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File size:
483 bytes
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Rev | Line | |
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[37] | 1 | N = 10000;
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| 2 | a = 2.7;
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| 3 | d = 3;
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| 4 | m = zeros(d,d);
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| 5 | m2 = zeros(d,d);
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| 6 | s = 0;
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| 7 | for i = 1:N
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| 8 | L = randwishart(a,d);
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| 9 | X = L'*L;
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| 10 | m = m + X;
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| 11 | s = s + logdet(X);
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| 12 | m2 = m2 + X.*X;
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| 13 | end
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| 14 | i = 0:(d-1);
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| 15 | sTrue = sum(digamma(a - i*0.5));
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| 16 | m = m/N;
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| 17 | s = s/N;
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| 18 | v = m2/N - m.*m;
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| 19 | fprintf('Wishart(%g) mean: (should be %g*I)\n', a, a);
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| 20 | disp(m)
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| 21 | fprintf(' E[logdet]: %g (should be %g)\n', s, sTrue);
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| 22 | vTrue = a*(eye(d) + 1)/2;
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| 23 | fprintf('variance:\t\t\t\t\t\t\t\t\ttrue:\n');
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| 24 | disp([v vTrue])
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