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RMTstat
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", "0.3.2") Attach the package and use:
library("RMTstat")
Maintained by
Evan Biederstedt
[Scholar Profile | Author Map]
[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 0.3.2, https://cran.r-project.org/web/packages/RMTstat. Accessed 29 Oct. 2026.
Previous versions and publish date:
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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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