rootWishart: Distribution of Largest Root for Single and Double Wishart Settings
Version 0.4.0

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.

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AuthorMaxime Turgeon [aut, cre]
Date of publication2017-04-30 22:30:30 UTC
MaintainerMaxime Turgeon <maxime.turgeon@mail.mcgill.ca>
LicenseGPL (>= 2)
Version0.4.0
URL http://github.com/turgeonmaxime/rootWishart
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("rootWishart")

Man pages

largestRoot: Distribution of the largest root

Functions

F22 Source code
F25 Source code
F33 Source code
F44 Source code
doubleWishart Man page Man page Source code
doubleWishart_raw Source code
erf Source code
isWhole Source code
onUnload Source code
precDoubleWishart_bool Source code
precSingleWishart_bool Source code
singleWishart Man page Source code
singleWishart_raw Source code

Files

src
src/Makevars
src/singleWishart.cpp
src/Makevars.win
src/init.c
src/doubleWishart.cpp
src/RcppExports.cpp
NAMESPACE
NEWS.md
R
R/utility.R
R/functions.R
R/RcppExports.R
R/zzz.R
README.md
MD5
DESCRIPTION
man
man/largestRoot.Rd
rootWishart documentation built on May 20, 2017, 1:11 a.m.