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

Provides distribution functions and log-scale tail probabilities for Roy's largest root in single and double Wishart (Jacobi ensemble) settings. This package is derived from the 'rootWishart' package by Maxime Turgeon and extends it with numerically robust log-CDF/log-survival evaluation, tail-aware adaptive precision, and high-dimensional validation utilities, based on Chiani (2014) <doi:10.1016/j.jmva.2014.04.002> and Chiani (2016) <doi:10.1016/j.jmva.2015.10.007>.

Version:	0.95.2
Depends:	R (≥ 4.0.0)
Imports:	Rcpp
LinkingTo:	Rcpp, RcppEigen, BH
Suggests:	tinytest, knitr, rmarkdown, rWishart, corpcor
Published:	2026-07-16
DOI:	10.32614/CRAN.package.rootWishartHD (may not be active yet)
Author:	Stepan Grinek [aut, cre], Maxime Turgeon [ctb] (Original rootWishart package codebase)
Maintainer:	Stepan Grinek <stepan.grinek at jax.org>
BugReports:	https://github.com/stepanv1/rootWishartHD/issues
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://github.com/stepanv1/rootWishartHD
NeedsCompilation:	yes
Materials:	README, NEWS
CRAN checks:	rootWishartHD results

Documentation:

Reference manual:	rootWishartHD.html , rootWishartHD.pdf
Vignettes:	The rootWishartHD function family: backends, tails, p-values and critical values (source, R code) Exact and log-scale tail probabilities for Roy's largest root with rootWishartHD (source, R code)

Downloads:

Package source:	rootWishartHD_0.95.2.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): rootWishartHD_0.95.2.tgz, r-oldrel (arm64): rootWishartHD_0.95.2.tgz, r-release (x86_64): rootWishartHD_0.95.2.tgz, r-oldrel (x86_64): rootWishartHD_0.95.2.tgz

Linking:

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