Package: RMT4DS 0.0.1

RMT4DS: Computation of Random Matrix Models

We generate random variables following general Marchenko-Pastur distribution and Tracy-Widom distribution. We compute limits and distributions of eigenvalues and generalized components of spiked covariance matrices. We give estimation of all population eigenvalues of spiked covariance matrix model. We give tests of population covariance matrix. We also perform matrix denoising for signal-plus-noise model.

Authors:Xiucai Ding [aut, cre, cph], Yichen Hu [aut, cph]

RMT4DS_0.0.1.tar.gz
RMT4DS_0.0.1.zip(r-4.5)RMT4DS_0.0.1.zip(r-4.4)RMT4DS_0.0.1.zip(r-4.3)
RMT4DS_0.0.1.tgz(r-4.4-any)RMT4DS_0.0.1.tgz(r-4.3-any)
RMT4DS_0.0.1.tar.gz(r-4.5-noble)RMT4DS_0.0.1.tar.gz(r-4.4-noble)
RMT4DS_0.0.1.tgz(r-4.4-emscripten)RMT4DS_0.0.1.tgz(r-4.3-emscripten)
RMT4DS.pdf |RMT4DS.html✨
RMT4DS/json (API)
NEWS

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

21 exports 0.00 score 56 dependencies 2 scripts 163 downloads

Last updated 2 years agofrom:ec4ed0fe2a. Checks:OK: 1 NOTE: 6. Indexed: yes.

Exports:cov_spikedgmpdWishartMaxGetRankMomentEstMP_vector_distMPEstMultiSampleCovTestOneSampleCovTestpgmppWishartMaxqgmpquadraticqWishartMaxrgmprWishartMaxScreeNotsignal_valuesignal_vectorStepWiseSVDTwoSampleCovTest

Dependencies:clicolorspacecpp11dplyrfansifarvergenericsggplot2gluegmpgtableisobandlabelinglatticelifecyclelpSolvemagrittrMASSmathjaxrMatrixmgcvmpolymunsellnleqslvnlmeorthopolynompartitionspillarpkgconfigplyrpolynompracmapurrrquadprogR6rARPACKrbibutilsRColorBrewerRcppRcppEigenRdpackrlangRMTstatrootSolveRSpectrascalessetsstringistringrtibbletidyrtidyselectutf8vctrsviridisLitewithr