def __sample_wishart2(self, residual):
residual = np.atleast_2d(residual)
assert residual.shape[1] == self.p
self.nuobar = self.nuubar + residual.shape[0]
self.randnvec = np.random.randn(self.n_randn)
self.randchivec = np.random.chisquare(self.nuobar - self.work_chisq)
wishart.calc_sobar(self.Subar, self.Sobar, residual)
info = np.array(0)
wishart.chol_wishart2(self.randnvec, self.randchivec, self.umat,
self.cmat, self.Sobar, info)
assert info == 0
return self.umat
def __sample_wishart(self, residual):
residual = np.atleast_2d(residual)
assert residual.shape[1] == self.p
self.nuobar = self.nuubar + residual.shape[0]
self.randnvec = np.random.randn(self.n_randn)
self.randchivec = np.random.chisquare(self.nuobar - self.work_chisq)
wishart.calc_sobar(self.Subar, self.Sobar, residual)
self.cmat = np.asfortranarray(np.linalg.cholesky(np.linalg.inv(self.Sobar)).T)
wishart.chol_wishart(self.randnvec, self.randchivec, self.umat,
self.cmat, self.rmat)
return np.dot(self.rmat.T, self.rmat)