header updated

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1615 ac1d8469-bf42-47a9-8791-bf33cf982152

matlab/rand_inverse_wishart.m

@@ -1,24 +1,30 @@
 function G = rand_inverse_wishart(m, v, H_inv_upper_chol)
+
+% function G = rand_inverse_wishart(m, v, H_inv_upper_chol)
 % rand_inverse_wishart  Pseudo random matrices drawn from an
-%                       inverse Wishart distribution
-%
+% inverse Wishart distribution
 % G = rand_inverse_wishart(m, v, H_inv_upper_chol)
-%
 % Returns an m-by-m matrix drawn from an inverse-Wishart distribution.
 %
-% m:          dimension of G and H_inv_upper_chol.
-% v:          degrees of freedom, greater or equal than m.
-% H_inv_chol: upper cholesky decomposition of the inverse of the
-%             matrix parameter.
-%             The upper cholesky of the inverse is requested here
-%             in order to avoid to recompute it at every random draw.
-%             H_inv_upper_chol = chol(inv(H))
-%
-% In other words:
-%  G ~ IW(m, v, H) where H = inv(H_inv_upper_chol'*H_inv_upper_chol)
-% or, equivalently, using the correspondence between Wishart and
-% inverse-Wishart:
-%  inv(G) ~ W(m, v, S) where S = H_inv_upper_chol'*H_inv_upper_chol = inv(H)
+% INPUTS:
+%     m:          dimension of G and H_inv_upper_chol.
+%     v:          degrees of freedom, greater or equal than m.
+%     H_inv_chol: upper cholesky decomposition of the inverse of the
+%                 matrix parameter.
+%                 The upper cholesky of the inverse is requested here
+%                 in order to avoid to recompute it at every random draw.
+%                 H_inv_upper_chol = chol(inv(H))
+% OUTPUTS:
+%     G:          G ~ IW(m, v, H) where H = inv(H_inv_upper_chol'*H_inv_upper_chol)
+%                 or, equivalently, using the correspondence between Wishart and
+%                 inverse-Wishart: inv(G) ~ W(m, v, S) where 
+%                 S = H_inv_upper_chol'*H_inv_upper_chol = inv(H)
+%  
+% SPECIAL REQUIREMENT
+%     none
+%    
+% part of DYNARE, copyright Dynare Team (2003-2008)
+% Gnu Public License.
 
     X = randn(v, m) * H_inv_upper_chol;