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RMT4DS
View on CRAN: Click
here
Download and install RMT4DS package within the R console
Install from CRAN:
install.packages("RMT4DS")
Install from Github:
library("remotes")
install_github("cran/RMT4DS")
Install by package version:
library("remotes")
install_version("RMT4DS", "0.0.1")
Attach the package and use:
library("RMT4DS")
Maintained by
Xiucai Ding
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-11-14
Latest Update: 2022-11-14
Description:
We generate random variables following general Marchenko-Pastur distribution and Tracy-Widom distribution. We compute limits and distributions of eigenvalues and generalized components of spiked covariance matrices. We give estimation of all population eigenvalues of spiked covariance matrix model. We give tests of population covariance matrix. We also perform matrix denoising for signal-plus-noise model.
How to cite:
Xiucai Ding (2022). RMT4DS: Computation of Random Matrix Models. R package version 0.0.1, https://cran.r-project.org/web/packages/RMT4DS. Accessed 21 Dec. 2024.
Previous versions and publish date:
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Complete documentation for RMT4DS
Functions, R codes and Examples using
the RMT4DS R package
Some associated functions:
Some associated R codes: CovEst.R . CovTest.R . GeneralMP.R . GeneralWishartMax.R . Limits.R . SignalPlusNoise.R . Full RMT4DS package functions and examples
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