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r / packages / r-rmtstat 0.3.1

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.

Installers

  • noarch v0.3.1

conda install

To install this package run one of the following:
conda install r::r-rmtstat

Description


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