Package: RMT4DS
Title: Computation of Random Matrix Models
Version: 0.0.1
Authors@R: c(person("Xiucai", "Ding", role = c("aut", "cre","cph"),
                     email = "xiucaiding89@gmail.com"),
             person("Yichen", "Hu", role = c("aut","cph"),
                     email = "ethhu@ucdavis.edu"))
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.
License: MIT + file LICENSE
Encoding: UTF-8
RoxygenNote: 7.2.1
Repository: CRAN
Collate: 'Limits.R' 'CovEst.R' 'CovTest.R' 'GeneralMP.R'
        'GeneralWishartMax.R' 'SignalPlusNoise.R'
Imports: MASS, RMTstat, lpSolve, mpoly, nleqslv, pracma, rARPACK,
        rootSolve, quadprog
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2022-11-11 19:51:47 UTC; Ethan
Author: Xiucai Ding [aut, cre, cph],
  Yichen Hu [aut, cph]
Maintainer: Xiucai Ding <xiucaiding89@gmail.com>
Date/Publication: 2022-11-14 17:30:05 UTC
Built: R 4.6.0; ; 2026-04-26 21:11:19 UTC; unix
