RMT4DS
0.0.1Computation of Random Matrix Models
Overview
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.
Install
Health
- NOTE r-devel-linux-x86_64-fedora-clang
- NOTE r-devel-linux-x86_64-fedora-gcc
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
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Downloads
Dependencies
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Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.0.1Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2022-11-14
- Total releases
- 1 / 4 yrs
- License
- MIT + file LICENSE OSI
- Download size
- 19 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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