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rootWishart  

Distribution of Largest Root for Single and Double Wishart Settings
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("rootWishart", "0.4.1")



Attach the package and use:
library("rootWishart")
Maintained by
Maxime Turgeon
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-07-13
Latest Update: 2024-01-22
Description:
Functions for hypothesis testing in single and double Wishart settings, based on Roy's largest root. This test statistic is especially useful in multivariate analysis. The computations are based on results by Chiani (2014) and Chiani (2016) . They use the fact that the CDF is related to the Pfaffian of a matrix that can be computed in a finite number of iterations. This package takes advantage of the Boost and Eigen C++ libraries to perform multi-precision linear algebra.
How to cite:
Maxime Turgeon (2016). rootWishart: Distribution of Largest Root for Single and Double Wishart Settings. R package version 0.4.1, https://cran.r-project.org/web/packages/rootWishart. Accessed 26 Mar. 2025.
Previous versions and publish date:
0.3.0 (2016-07-13 16:17), 0.4.0 (2017-05-01 00:30), 0.4.1 (2018-03-17 05:19)
Other packages that cited rootWishart R package
View rootWishart citation profile
Other R packages that rootWishart depends, imports, suggests or enhances
Functions, R codes and Examples using the rootWishart R package
Some associated functions: largestRoot . 
Some associated R codes: RcppExports.R . functions.R . utility.R . zzz.R .  Full rootWishart package functions and examples
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