Distributions, Statistics and Tests Derived from Random Matrix Theory

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Documentation for package ‘RMTstat’ version 0.3.1

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dmp The Marcenko-Pastur Distribution
dtw The Tracy-Widom Distributions
dWishartMax The White Wishart Maximum Eigenvalue Distributions
dWishartSpike The Spiked Wishart Maximum Eigenvalue Distributions
MarcenkoPastur The Marcenko-Pastur Distribution
pmp The Marcenko-Pastur Distribution
ptw The Tracy-Widom Distributions
pWishartMax The White Wishart Maximum Eigenvalue Distributions
pWishartSpike The Spiked Wishart Maximum Eigenvalue Distributions
qmp The Marcenko-Pastur Distribution
qtw The Tracy-Widom Distributions
qWishartMax The White Wishart Maximum Eigenvalue Distributions
qWishartSpike The Spiked Wishart Maximum Eigenvalue Distributions
rmp The Marcenko-Pastur Distribution
rtw The Tracy-Widom Distributions
rWishartMax The White Wishart Maximum Eigenvalue Distributions
rWishartSpike The Spiked Wishart Maximum Eigenvalue Distributions
TracyWidom The Tracy-Widom Distributions
WishartMax The White Wishart Maximum Eigenvalue Distributions
WishartMaxPar White Wishart Maximum Eigenvalue Centering and Scaling
WishartSpike The Spiked Wishart Maximum Eigenvalue Distributions
WishartSpikePar Spiked Wishart Eigenvalue Centering and Scaling