rootWishart (0.4.1)

0 users

Distribution of Largest Root for Single and Double Wishart Settings.

http://github.com/turgeonmaxime/rootWishart
http://cran.r-project.org/web/packages/rootWishart

Functions for hypothesis testing in single and double Wishart settings, based on Roy's largest root. This test statistic is especially useful in multivariate analysis. The computations are based on results by Chiani (2014) and Chiani (2016) . They use the fact that the CDF is related to the Pfaffian of a matrix that can be computed in a finite number of iterations. This package takes advantage of the Boost and Eigen C++ libraries to perform multi-precision linear algebra.

Maintainer: Maxime Turgeon
Author(s): Maxime Turgeon [aut, cre]

License: GPL (>= 2)

Uses: Rcpp, testthat

Released about 2 years ago.


2 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of rootWishart yet. Want to be the first? Write one now.


Related packages:(20 best matches, based on common tags.)


Search for rootWishart on google, google scholar, r-help, r-devel.

Visit rootWishart on R Graphical Manual.