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rootWishart
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]
[Scholar Profile | Author Map]
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:
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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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