rootWishart

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Authors Maxime Turgeon

Last update 17 March 2018

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 0.3.0, 0.4.0, 0.4.1

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

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

Cites work

• Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution
• Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance

Cited in

(1)

• Rmtstat

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