Rmtstat

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Official website https://cran.r-project.org/web/packages/RMTstat/index.html

Source code repository https://github.com/cran/Rmtstat

Cited in

(9)

• Random matrix theory and its applications
• Random matrix theory in statistics: a review
• rootWishart
• RMTool
• Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
• On the empirical spectral distribution of lag-covariance matrix in singular spectrum analysis
• Considering Horn's parallel analysis from a random matrix theory point of view
• Approximation of rectangular beta-Laguerre ensembles and large deviations
• Approximate null distribution of the largest root in multivariate analysis

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