marcenko_pastur_par: Marcenko-Pastur distribution within package "RMTsata".

View source: R/mp.R

marcenko_pastur_parR Documentation

Marcenko-Pastur distribution within package "RMTsata".

Description

All credit to Iain M. Johnstone, Zongming Ma, Patrick O. Perry and Morteza Shahram (https://cran.r-project.org/web/packages/RMTstat/index.html).

Usage

marcenko_pastur_par(ndf = NA, pdim = NA, var = 1, svr = ndf/pdim)

Arguments

ndf

The number of degrees of freedom of x.

pdim

The number of dimensions of x.

var

Population variance.

svr

ndfxpdim.


WenlanzZ/MKDim documentation built on July 30, 2022, 7:25 a.m.