RMTstat
Distributions, Statistics and Tests Derived from Random Matrix Theory
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.3.1 |
rolling linux/jammy R-4.5 | RMTstat_0.3.1.tar.gz |
113.7 KiB |
0.3.1 |
rolling linux/noble R-4.5 | RMTstat_0.3.1.tar.gz |
113.5 KiB |
0.3.1 |
rolling source/ R- | RMTstat_0.3.1.tar.gz |
573.9 KiB |
0.3.1 |
latest linux/jammy R-4.5 | RMTstat_0.3.1.tar.gz |
113.7 KiB |
0.3.1 |
latest linux/noble R-4.5 | RMTstat_0.3.1.tar.gz |
113.5 KiB |
0.3.1 |
latest source/ R- | RMTstat_0.3.1.tar.gz |
573.9 KiB |
0.3.1 |
2026-04-26 source/ R- | RMTstat_0.3.1.tar.gz |
573.9 KiB |
0.3.1 |
2026-04-23 source/ R- | RMTstat_0.3.1.tar.gz |
573.9 KiB |
0.3.1 |
2026-04-09 windows/windows R-4.5 | RMTstat_0.3.1.zip |
116.6 KiB |
0.3.1 |
2025-04-20 source/ R- | RMTstat_0.3.1.tar.gz |
573.9 KiB |