Functions for working with the Tracy-Widom laws and other distributions related to the eigenvalues of large Wishart matrices. The tables for computing the Tracy-Widom densities and distribution functions were computed by functions were computed by Momar Dieng's MATLAB package "RMLab". This package is part of a collaboration between Iain Johnstone, Zongming Ma, Patrick Perry, and Morteza Shahram.
| Version: | 0.3.1 |
| Published: | 2022-04-12 |
| DOI: | 10.32614/CRAN.package.RMTstat |
| Author: | Iain M. Johnstone, Zongming Ma, Patrick O. Perry, Morteza Shahram, and Evan Biederstedt |
| Maintainer: | Evan Biederstedt <evan.biederstedt at gmail.com> |
| BugReports: | https://github.com/evanbiederstedt/RMTstat |
| License: | BSD_3_clause + file LICENSE |
| URL: | https://github.com/evanbiederstedt/RMTstat |
| NeedsCompilation: | no |
| Citation: | RMTstat citation info |
| Materials: | README |
| In views: | Distributions |
| CRAN checks: | RMTstat results |
| Reference manual: | RMTstat.pdf |
| Package source: | RMTstat_0.3.1.tar.gz |
| Windows binaries: | r-devel: RMTstat_0.3.1.zip, r-release: RMTstat_0.3.1.zip, r-oldrel: RMTstat_0.3.1.zip |
| macOS binaries: | r-release (arm64): RMTstat_0.3.1.tgz, r-oldrel (arm64): RMTstat_0.3.1.tgz, r-release (x86_64): RMTstat_0.3.1.tgz, r-oldrel (x86_64): RMTstat_0.3.1.tgz |
| Old sources: | RMTstat archive |
| Reverse depends: | PCGSE |
| Reverse imports: | covequal, cvCovEst, pagoda2, pcev, RMT4DS, scde |
| Reverse suggests: | fitteR, PCAtools, regionalpcs |
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