rootWishart

Distribution of Largest Root for Single and Double Wishart Settings


Licenses
CNRI-Python-GPL-Compatible/CNRI-Python-GPL-Compatible

Documentation

rootWishart

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R package that implements Chiani's iterative algorithms for computing the distribution of the largest root in single and double Wishart settings.

Installation

This package is now available on CRAN. Alternatively, you can install from GitHub using the devtools package:

library(devtools)
devtools::install_github('turgeonmaxime/rootWishart')