Exact and Log-Scale Tail Probabilities for Roy's Largest Root


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Documentation for package ‘rootWishartHD’ version 0.95.2

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doubleWishart Double-Wishart largest-root CDF
doubleWishart_log Double-Wishart log-CDF and log-survival
doubleWishart_pvalue Double-Wishart upper-tail p-values
doubleWishart_qalpha Double-Wishart critical values
doubleWishart_robustPfaffians Robust double-Wishart log-tail dispatcher
doubleWishart_scaled Scaled double-Wishart CDF backend
rootWishartHD_mpfr_enabled Check whether MPFR/GMP support was compiled
singleWishart_cdf Single-Wishart largest-eigenvalue CDF
singleWishart_log Single-Wishart log-CDF and log-survival
singleWishart_pvalue Single-Wishart upper-tail p-values
singleWishart_qalpha Single-Wishart critical values