Package: RMTstat 0.3.1

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.

Authors:Iain M. Johnstone, Zongming Ma, Patrick O. Perry, Morteza Shahram, and Evan Biederstedt

RMTstat_0.3.1.tar.gz
RMTstat_0.3.1.zip(r-4.7)RMTstat_0.3.1.zip(r-4.6)RMTstat_0.3.1.zip(r-4.5)
RMTstat_0.3.1.tgz(r-4.6-any)RMTstat_0.3.1.tgz(r-4.5-any)
RMTstat_0.3.1.tar.gz(r-4.7-any)RMTstat_0.3.1.tar.gz(r-4.6-any)
RMTstat_0.3.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
RMTstat/json (API)

# Install 'RMTstat' in R:

install.packages('RMTstat', repos = c('https://evanbiederstedt.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/evanbiederstedt/rmtstat/issues

On CRAN:

5.84 score 6 stars 13 packages 38 scripts 1.6k downloads 1 mentions 18 exports 0 dependencies

Last updated from:0917aa200a. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	96
source / vignettes	OK	147
linux-release-x86_64	OK	94
macos-release-arm64	OK	105
macos-oldrel-arm64	OK	76
windows-devel	OK	65
windows-release	OK	59
windows-oldrel	OK	74
wasm-release	OK	80

Exports:dmp dtw dWishartMax dWishartSpike pmp ptw pWishartMax pWishartSpike qmp qtw qWishartMax qWishartSpike rmp rtw rWishartMax rWishartSpike WishartMaxPar WishartSpikePar

Dependencies:

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
The Marcenko-Pastur Distribution	dmp MarcenkoPastur pmp qmp rmp
The Tracy-Widom Distributions	dtw ptw qtw rtw TracyWidom
The White Wishart Maximum Eigenvalue Distributions	dWishartMax pWishartMax qWishartMax rWishartMax WishartMax
White Wishart Maximum Eigenvalue Centering and Scaling	WishartMaxPar
The Spiked Wishart Maximum Eigenvalue Distributions	dWishartSpike pWishartSpike qWishartSpike rWishartSpike WishartSpike
Spiked Wishart Eigenvalue Centering and Scaling	WishartSpikePar