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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.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, pagoda2, pcev, RMT4DS, scde
Reverse suggests: fitteR, PCAtools, regionalpcs

Linking:

Please use the canonical form https://CRAN.R-project.org/package=RMTstat to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.