RMT4DS
Computation of Random Matrix Models
v0.0.1
·
Nov 14, 2022
·
MIT + file LICENSE
Description
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.
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-fedora-clang
dependencies in R code
Namespace in Imports field not imported from: ‘quadprog’ All declared Imports should be used.
NOTE
r-devel-linux-x86_64-fedora-gcc
dependencies in R code
Namespace in Imports field not imported from: ‘quadprog’ All declared Imports should be used.
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0.0.1
Mar 9, 2026