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RMTstat  

Distributions, Statistics and Tests Derived from Random Matrix Theory
View on CRAN: Click here


Download and install RMTstat package within the R console
Install from CRAN:
install.packages("RMTstat")

Install from Github:
library("remotes")
install_github("cran/RMTstat")

Install by package version:
library("remotes")
install_version("RMTstat", "0.3.1")



Attach the package and use:
library("RMTstat")
Maintained by
Evan Biederstedt
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2009-04-17
Latest Update: 2022-04-12
Description:
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.
How to cite:
Evan Biederstedt (2009). RMTstat: Distributions, Statistics and Tests Derived from Random Matrix Theory. R package version 0.3.1, https://cran.r-project.org/web/packages/RMTstat. Accessed 05 Jun. 2026.
Previous versions and publish date:
0.1 (2009-04-17 09:29), 0.2 (2009-10-14 17:25), 0.3 (2014-11-01 23:50)
Other packages that cited RMTstat R package
View RMTstat citation profile
Other R packages that RMTstat depends, imports, suggests or enhances
Complete documentation for RMTstat
Functions, R codes and Examples using the RMTstat R package
Some associated functions: MarcenkoPastur . TracyWidom . WishartMax . WishartMaxPar . WishartSpike . WishartSpikePar . 
Some associated R codes: WishartMax.R . WishartSpike.R . dtw.R . interp.R . mp.R . ptw.R . q0.R . qtw.R . rtw.R .  Full RMTstat package functions and examples
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