# RMTstat

An R package for distributions from random matrix theory

Fork of the original R package of the (now archived) GitHub
repo in order to maintain the package for CRAN.

For more details, see the page on CRAN.

## RMTstat:
Distributions, Statistics and Tests derived from Random Matrix
Theory

Functions for working with the Tracy-Widom laws and other
distributions related to the eigenvalues of large Wishart matrices. The
tables for computing the Tracy-Widom densities and distribution
functions were computed by Momar Dieng’s MATLAB package “RMLab”. This
package is part of a collaboration between Iain Johnstone, Zongming Ma,
Patrick Perry, and Morteza Shahram. It will soon be replaced by a
package with more accuracy and built-in support for relevant statistical
tests.

## Installation

To install the stable version from CRAN, use:

`install.packages('RMTstat')`

To install the latest version of `RMTstat`

, use:

```
install.packages('devtools')
devtools::install_github('evanbiederstedt/RMTstat')
```

## References

### R package citation

The R package can be cited as follows:

```
Iain M. Johnstone, Patrick O. Perry, Zongming Ma, and Morteza Shahram
(2014). RMT: Distributions, Statistics and Tests derived from Random
Matrix Theory. R package version 0.3.1.
```