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 Momar Dieng's MATLAB package "RMLab" (formerly available on his homepage at http
copied from cf-staging / r-rmtstatLabel | Latest Version |
---|---|
main | 0.3.1 |
gcc7 | 0.3 |
cf201901 | 0.3 |
cf202003 | 0.3 |