Package: RMTstat 0.3.2
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_0.3.2.tar.gz
RMTstat_0.3.2.zip(r-4.7-any)RMTstat_0.3.2.zip(r-4.6-any)RMTstat_0.3.2.zip(r-4.5-any)
RMTstat_0.3.2.tgz(r-4.6-any)RMTstat_0.3.2.tgz(r-4.5-any)
RMTstat_0.3.2.tar.gz(r-4.7-any)RMTstat_0.3.2.tar.gz(r-4.6-any)
RMTstat_0.3.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
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
Last updated from:e15b73db45. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 128 | ||
| source / vignettes | OK | 163 | ||
| linux-release | OK | 128 | ||
| macos-release | OK | 158 | ||
| macos-oldrel | OK | 165 | ||
| windows-devel | OK | 57 | ||
| windows-release | OK | 55 | ||
| windows-oldrel | OK | 50 | ||
| wasm-release | OK | 67 |
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 |