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:
RMTstat_0.3.1.tar.gz
RMTstat_0.3.1.zip(r-4.5)RMTstat_0.3.1.zip(r-4.4)RMTstat_0.3.1.zip(r-4.3)
RMTstat_0.3.1.tgz(r-4.4-any)RMTstat_0.3.1.tgz(r-4.3-any)
RMTstat_0.3.1.tar.gz(r-4.5-noble)RMTstat_0.3.1.tar.gz(r-4.4-noble)
RMTstat_0.3.1.tgz(r-4.4-emscripten)RMTstat_0.3.1.tgz(r-4.3-emscripten)
RMTstat.pdf |RMTstat.html✨
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
Last updated 3 years agofrom:0917aa200a. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 15 2024 |
| R-4.5-win | OK | Nov 15 2024 |
| R-4.5-linux | OK | Nov 15 2024 |
| R-4.4-win | OK | Nov 15 2024 |
| R-4.4-mac | OK | Nov 15 2024 |
| R-4.3-win | OK | Nov 15 2024 |
| R-4.3-mac | OK | Nov 15 2024 |
Exports:dmpdtwdWishartMaxdWishartSpikepmpptwpWishartMaxpWishartSpikeqmpqtwqWishartMaxqWishartSpikermprtwrWishartMaxrWishartSpikeWishartMaxParWishartSpikePar
Dependencies:
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 |
