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Problem of generating random number from Inverse-Wishart distribution with iwishrnd

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YU BAI
YU BAI 2019 年 3 月 16 日
Hi to all, I find an interesting phenomenon in using iwishrnd to generate random numbers from Inverted-Wishart distribution. In my laptop, everything is ok. However, when I move my code to a server (OS: linux), occassionally it cause errors since matlab detects that the scale matrix is not positive definite. Could anyone tell me the possible reason and solution? Thanks!

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