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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')

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Computes the distribution function of the largest root in the single or double Wishart setting

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