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

Documentation:

Reference manual:

RMTstat.html , RMTstat.pdf

Downloads:

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, FRASER, networkscaleup, OUTRIDER, pagoda2, pcev, RMT4DS, scde
Reverse suggests:	fitteR, PCAtools, regionalpcs

Linking:

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