RMT4DS

cranv0.0.1

Computation of Random Matrix Models. 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.

License MIT + file LICENSE0 versions1 maintainers9 deps74 weekly dl
https://CRAN.R-project.org/package=RMT4DS
36
/ 100
Health
use with caution

[email protected] low health (36/100) — consider alternatives

  • Low health score (36/100)
Health breakdown0 – 100
0/25
maintenance
0/20
popularity
25/25
security
9/15
maturity
2/15
community
Vulnerabilities
0
none known

Health History

Dependency Tree

License Audit

Dependencies (9)
MASSRMTstatlpSolvempolynleqslvpracmarARPACKrootSolvequadprog
API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/RMT4DS

First published · 2022-11-14 18:56:42

Last updated · 2022-11-14T16:30:05+00:00