Package: rootWishartHD 0.95.2

Stepan Grinek

rootWishartHD: Exact and Log-Scale Tail Probabilities for Roy's Largest Root

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>.

Authors:Stepan Grinek [aut, cre], Maxime Turgeon [ctb]

rootWishartHD_0.95.2.tar.gz
rootWishartHD_0.95.2.tar.gz(r-4.7-arm64)rootWishartHD_0.95.2.tar.gz(r-4.7-x86_64)rootWishartHD_0.95.2.tar.gz(r-4.6-arm64)rootWishartHD_0.95.2.tar.gz(r-4.6-x86_64)
rootWishartHD_0.95.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
rootWishartHD/json (API)

# Install 'rootWishartHD' in R:
install.packages('rootWishartHD', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/stepanv1/rootwisharthd/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

cpp

3.00 score 11 exports 3 dependencies

Last updated from:f3a383ccc6. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK230
linux-devel-x86_64OK181
source / vignettesOK284
linux-release-arm64OK231
linux-release-x86_64OK189
wasm-releaseOK162

Exports:doubleWishartdoubleWishart_logdoubleWishart_pvaluedoubleWishart_qalphadoubleWishart_robustPfaffiansdoubleWishart_scaledrootWishartHD_mpfr_enabledsingleWishart_cdfsingleWishart_logsingleWishart_pvaluesingleWishart_qalpha

Dependencies:BHRcppRcppEigen

Exact and log-scale tail probabilities for Roy's largest root with rootWishartHD
Overview | Basic usage: the CDF | Multiprecision backend | Log scale to avoid tail saturation | Regulating precision | Validation: empirical vs analytic CDF | Performance across dimensions | Reproducing the benchmarks | References
Rendered fromrootWishartHD.Rmdusingknitr::rmarkdown

Last update: 2026-07-16
Started: 2026-07-16

The rootWishartHD function family: backends, tails, p-values and critical values
Scope | A map of the family | Double-Wishart: CDF backends | Saturation and log functions | The robust-Pfaffian stress tool | Applied workflow: p-values and critical values | doubleWishart_pvalue() | doubleWishart_qalpha() | Single-Wishart family | The benchmark harness | When to call what | References
Rendered fromrootWishartHD-family.Rmdusingknitr::rmarkdown

Last update: 2026-07-16
Started: 2026-07-16