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:
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
| # Install 'RMT4DS' in R: |
| install.packages('RMT4DS', repos = c('https://xcding1212.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:ec4ed0fe2a. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 27 2024 |
| R-4.5-win | NOTE | Oct 27 2024 |
| R-4.5-linux | NOTE | Oct 27 2024 |
| R-4.4-win | NOTE | Oct 27 2024 |
| R-4.4-mac | NOTE | Oct 27 2024 |
| R-4.3-win | NOTE | Oct 27 2024 |
| R-4.3-mac | NOTE | Oct 27 2024 |
Exports:cov_spikedgmpdWishartMaxGetRankMomentEstMP_vector_distMPEstMultiSampleCovTestOneSampleCovTestpgmppWishartMaxqgmpquadraticqWishartMaxrgmprWishartMaxScreeNotsignal_valuesignal_vectorStepWiseSVDTwoSampleCovTest
Dependencies:clicolorspacecpp11dplyrfansifarvergenericsggplot2gluegmpgtableisobandlabelinglatticelifecyclelpSolvemagrittrMASSmathjaxrMatrixmgcvmpolymunsellnleqslvnlmeorthopolynompartitionspillarpkgconfigplyrpolynompracmapurrrquadprogR6rARPACKrbibutilsRColorBrewerRcppRcppEigenRdpackrlangRMTstatrootSolveRSpectrascalessetsstringistringrtibbletidyrtidyselectutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimation of the Spectrum of Population Covariance Matrix | MomentEst MPEst |
| High-dimensional Covariance Test | CovarianceTest MultiSampleCovTest OneSampleCovTest TwoSampleCovTest |
| General Marchenko-Pastur Distribution | dgmp pgmp qgmp rgmp |
| The Wishart Maximum Eigenvalue Distribution | dWishartMax pWishartMax qWishartMax rWishartMax |
| Limits in High-dimensional Sample Covariance | cov_spike MP_vector_dist quadratic |
| Signal-Plus-Noise Models | GetRank ScreeNot signal_value signal_vector StepWiseSVD |
