Computation of Random Matrix Models

---

Documentation for package ‘RMT4DS’ version 0.0.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

CovarianceTest	High-dimensional Covariance Test
cov_spike	Limits in High-dimensional Sample Covariance
dgmp	General Marchenko-Pastur Distribution
dWishartMax	The Wishart Maximum Eigenvalue Distribution
GetRank	Signal-Plus-Noise Models
MomentEst	Estimation of the Spectrum of Population Covariance Matrix
MPEst	Estimation of the Spectrum of Population Covariance Matrix
MP_vector_dist	Limits in High-dimensional Sample Covariance
MultiSampleCovTest	High-dimensional Covariance Test
OneSampleCovTest	High-dimensional Covariance Test
pgmp	General Marchenko-Pastur Distribution
pWishartMax	The Wishart Maximum Eigenvalue Distribution
qgmp	General Marchenko-Pastur Distribution
quadratic	Limits in High-dimensional Sample Covariance
qWishartMax	The Wishart Maximum Eigenvalue Distribution
rgmp	General Marchenko-Pastur Distribution
rWishartMax	The Wishart Maximum Eigenvalue Distribution
ScreeNot	Signal-Plus-Noise Models
signal_value	Signal-Plus-Noise Models
signal_vector	Signal-Plus-Noise Models
StepWiseSVD	Signal-Plus-Noise Models
TwoSampleCovTest	High-dimensional Covariance Test