RMTstat: Distributions, Statistics and Tests Derived from Random Matrix Theory

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 dependencies:

Reverse depends: PCGSE
Reverse imports: covequal, cvCovEst, pagoda2, pcev, RMT4DS, scde
Reverse suggests: fitteR, PCAtools, regionalpcs


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