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RMTstat

Distributions, Statistics and Tests Derived from Random Matrix Theory

v0.3.1 · Apr 12, 2022 · BSD_3_clause + file LICENSE

Description

Functions for working with the Tracy-Widom laws and other distributions related to the eigenvalues of large Wishart matrices. The tables for computing the Tracy-Widom densities and distribution functions were computed by functions were computed by Momar Dieng's MATLAB package "RMLab". This package is part of a collaboration between Iain Johnstone, Zongming Ma, Patrick Perry, and Morteza Shahram.

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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Evan Biederstedt <evan.biederstedt@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("Iain", "M."),
                      family = "Johnstone",
                      role = "aut"),
               person(given = "Zongming",
                      family = "Ma",
                      role = "aut"),
               person(given = c("Patrick", "O."),
                      family = "Perry",
                      role = "aut"),
               person(given = "Morteza",
                      family = "Shahram",
                      role = "aut"),
               person(given = "Evan",
                      family = "Biederstedt",
                      role = c("aut", "cre"),
                      email = "evan.biederstedt@gmail.com"))
as necessary.

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

The BugReports field in DESCRIPTION has
  https://github.com/evanbiederstedt/RMTstat
which should likely be
  https://github.com/evanbiederstedt/RMTstat/issues
instead.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Evan Biederstedt <evan.biederstedt@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("Iain", "M."),
                      family = "Johnstone",
                      role = "aut"),
               person(given = "Zongming",
                      family = "Ma",
                      role = "aut"),
               person(given = c("Patrick", "O."),
                      family = "Perry",
                      role = "aut"),
               person(given = "Morteza",
                      family = "Shahram",
                      role = "aut"),
               person(given = "Evan",
                      family = "Biederstedt",
                      role = c("aut", "cre"),
                      email = "evan.biederstedt@gmail.com"))
as necessary.

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

The BugReports field in DESCRIPTION has
  https://github.com/evanbiederstedt/RMTstat
which should likely be
  https://github.com/evanbiederstedt/RMTstat/issues
instead.
OK r-devel-linux-x86_64-fedora-clang

*


            
OK r-devel-linux-x86_64-fedora-gcc

*


            
OK r-devel-macos-arm64

*


            
OK r-devel-windows-x86_64

*


            
OK r-oldrel-macos-arm64

*


            
OK r-oldrel-macos-x86_64

*


            
OK r-oldrel-windows-x86_64

*


            
OK r-patched-linux-x86_64

*


            
OK r-release-linux-x86_64

*


            
OK r-release-macos-arm64

*


            
OK r-release-macos-x86_64

*


            
OK r-release-windows-x86_64

*


            

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Evan Biederstedt <evan.biederstedt@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("Iain", "M."),
                      family = "Johnstone",
                      role = "aut"),
               person(given = "Zongming",
                      family = "Ma",
                      role = "aut"),
               person(given = c("Patrick", "O."),
                      family = "Perry",
                      role = "aut"),
       
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Evan Biederstedt <evan.biederstedt@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("Iain", "M."),
                      family = "Johnstone",
                      role = "aut"),
               person(given = "Zongming",
                      family = "Ma",
                      role = "aut"),
               person(given = c("Patrick", "O."),
                      family = "Perry",
                      role = "aut"),
       

Reverse Dependencies (8)

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Dependency Network

Dependencies Reverse dependencies PCGSE RMT4DS covequal cvCovEst networkscaleup pagoda2 pcev fitteR RMTstat

Version History

new 0.3.1 Mar 9, 2026