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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Line | |
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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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