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test_randwishart.m @ 37

Last change on this file since 37 was 37, checked in by (none), 14 years ago
Added original make3d
Property svn:executable set to ``*
File size: 483 bytes

Line
1	N = 10000;
2	a = 2.7;
3	d = 3;
4	m = zeros(d,d);
5	m2 = zeros(d,d);
6	s = 0;
7	for i = 1:N
8	L = randwishart(a,d);
9	X = L'*L;
10	m = m + X;
11	s = s + logdet(X);
12	m2 = m2 + X.*X;
13	end
14	i = 0:(d-1);
15	sTrue = sum(digamma(a - i*0.5));
16	m = m/N;
17	s = s/N;
18	v = m2/N - m.*m;
19	fprintf('Wishart(%g) mean: (should be %g*I)\n', a, a);
20	disp(m)
21	fprintf(' E[logdet]: %g (should be %g)\n', s, sTrue);
22	vTrue = a*(eye(d) + 1)/2;
23	fprintf('variance:\t\t\t\t\t\t\t\t\ttrue:\n');
24	disp([v vTrue])

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