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.
- Version0.3.1
- R versionunknown
- LicenseBSD_3_clause
- Licensefile LICENSE
- Needs compilation?No
- RMTstat citation info
- Last release04/12/2022
Documentation
Team
Evan Biederstedt
Iain M. Johnstone, Zongming Ma, Patrick O. Perry, Morteza Shahram, and Evan Biederstedt
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