stla/HypergeoMatRcpp: Hypergeometric Function of a Matrix Argument
Evaluates the hypergeometric functions of a matrix argument, which appear in random matrix theory. This is an implementation of Koev & Edelman's algorithm (2006) <doi:10.1090/S0025-5718-06-01824-2>. The implementation is faster than the one of the HypergeoMat package but complex values are not allowed.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Stéphane Laurent |
| Maintainer | Stéphane Laurent <laurent_step@outlook.fr> |
| License | GPL-3 |
| Version | 1.0.0 |
| URL | https://github.com/stla/HypergeoMatRcpp |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
