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-4.5)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)

Peer review:

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

On CRAN:

18 exports 6 stars 2.70 score 0 dependencies 9 dependents 1 mentions 26 scripts 944 downloads

Last updated 2 years agofrom:0917aa200a. Checks:OK: 7. Indexed: yes.

Exports:dmpdtwdWishartMaxdWishartSpikepmpptwpWishartMaxpWishartSpikeqmpqtwqWishartMaxqWishartSpikermprtwrWishartMaxrWishartSpikeWishartMaxParWishartSpikePar

Dependencies: