Provides distribution functions and log-scale tail probabilities for Roy's largest root in single and double Wishart (Jacobi ensemble) settings. This package is derived from the 'rootWishart' package by Maxime Turgeon and extends it with numerically robust log-CDF/log-survival evaluation, tail-aware adaptive precision, and high-dimensional validation utilities, based on Chiani (2014) <doi:10.1016/j.jmva.2014.04.002> and Chiani (2016) <doi:10.1016/j.jmva.2015.10.007>.
| Version: | 0.95.2 |
| Depends: | R (≥ 4.0.0) |
| Imports: | Rcpp |
| LinkingTo: | Rcpp, RcppEigen, BH |
| Suggests: | tinytest, knitr, rmarkdown, rWishart, corpcor |
| Published: | 2026-07-16 |
| DOI: | 10.32614/CRAN.package.rootWishartHD (may not be active yet) |
| Author: | Stepan Grinek [aut, cre], Maxime Turgeon [ctb] (Original rootWishart package codebase) |
| Maintainer: | Stepan Grinek <stepan.grinek at jax.org> |
| BugReports: | https://github.com/stepanv1/rootWishartHD/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/stepanv1/rootWishartHD |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | rootWishartHD results |
| Package source: | rootWishartHD_0.95.2.tar.gz |
| Windows binaries: | r-devel: rootWishartHD_0.95.2.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): rootWishartHD_0.95.2.tgz, r-oldrel (arm64): rootWishartHD_0.95.2.tgz, r-release (x86_64): rootWishartHD_0.95.2.tgz, r-oldrel (x86_64): rootWishartHD_0.95.2.tgz |
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