Computes the cumulative distribution function of the largest root in the single and double Wishart setting.
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Vector of numeric values at which to compute the CDF.
Parameters of the single and double Wishart settings. See details.
Character string. Select
If S follows a Wishart(p,n) distribution, e.g. if we can write
S = X^TX,
X is an n x p matrix with i.i.d rows coming from a p-variate standard normal,
singleWishart gives the distribution of the largest root of S.
As its name indicates, the double Wishart setting involves two Wishart variables: let A and
B be Wishart(p,m) and Wishart(p,n), respectively. If A+B is invertible,
doubleWishart gives the distribution of the largest root of
Alternatively, it gives the distribution of the largest root of the determinental equation
det(B - θ(A+B)).
Returns the value of the CDF at
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