rootWishart: Distribution of Largest Root for Single and Double Wishart Settings

Functions for hypothesis testing in single and double Wishart settings, based on Roy's largest root. This test statistic is especially useful in multivariate analysis. The computations are based on results by Chiani (2014) <doi:10.1016/j.jmva.2014.04.002> and Chiani (2016) <doi:10.1016/j.jmva.2015.10.007>. They use the fact that the CDF is related to the Pfaffian of a matrix that can be computed in a finite number of iterations. This package takes advantage of the Boost and Eigen C++ libraries to perform multi-precision linear algebra.

Version: 0.3.0
Depends: R (≥ 3.1.0)
Imports: Rcpp
LinkingTo: Rcpp, RcppEigen, BH
Published: 2016-07-13
Author: Maxime Turgeon [aut, cre]
Maintainer: Maxime Turgeon <maxime.turgeon at mail.mcgill.ca>
BugReports: http://github.com/turgeonmaxime/rootWishart/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://github.com/turgeonmaxime/rootWishart
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: rootWishart results

Downloads:

Reference manual: rootWishart.pdf
Package source: rootWishart_0.3.0.tar.gz
Windows binaries: r-devel: rootWishart_0.3.0.zip, r-release: rootWishart_0.3.0.zip, r-oldrel: rootWishart_0.3.0.zip
OS X El Capitan binaries: r-release: rootWishart_0.3.0.tgz
OS X Mavericks binaries: r-oldrel: rootWishart_0.3.0.tgz

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