rmp | R Documentation |
All credit to Iain M. Johnstone, Zongming Ma, Patrick O. Perry and Morteza Shahram (https://cran.r-project.org/web/packages/RMTstat/index.html).
rmp(n, ndf = NA, pdim = NA, var = 1, svr = ndf/pdim)
n |
Number of observations. |
ndf |
The number of degrees of freedom of x. |
pdim |
The number of dimensions of x. |
var |
Population variance. |
svr |
ndfxpdim. |
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