add GaussianJacobi fixes and tests

Author: apkille

src/GaussianEnsembles.jl

@@ -320,6 +320,7 @@ struct GaussianJacobi{β} <: ContinuousMatrixDistribution
   a::Real
   b::Real
 end
+GaussianJacobi(β::Real, a::Real, b::Real) = GaussianJacobi{β}(a, b)
 const MANOVA{β} = GaussianJacobi{β}
 
 """
@@ -328,9 +329,9 @@ const MANOVA{β} = GaussianJacobi{β}
 Generate an `n × n` random matrix sampled from the Gaussian-Jacobi ensemble (also known as the MANOVA ensemble)
 with parameters defined in `d`.
 """
-function rand(d::GaussianJacobi{β}, m::Integer) where {β}
-  w1 = Wishart(m, int(2.0*d.a/β), β)
-  w2 = Wishart(m, int(2.0*d.b/β), β)
+function rand(d::GaussianJacobi{β}, n::Int) where {β}
+  w1 = rand(Wishart(β, d.a), n)
+  w2 = rand(Wishart(β, d.b), n)
   return (w1 + w2) \ w1
 end
 

test/GaussianEnsembles.jl

@@ -50,6 +50,14 @@ for (β, T, N) in [(1, Real, n), (2, Complex, n), (4, Complex, 2n)]
         ed = eigvaljpdf(d, rand(3))
         @test isa(ed, Real)
     end
+    @testset "MANOVA (β = $(β))" begin
+        a = 2.0 * (rand(1:5) + β * n)
+        b = a * 3.5
+        d = MANOVA(β, a, b)
+        A = rand(d, n)
+        @test eltype(A) <: T
+        @test size(A) == (N, N)
+    end
 end
 
 end # testset