Package: rootWishart
Title: Distribution of Largest Root for Single and Double Wishart
        Settings
Version: 0.4.1
Authors@R: person("Maxime", "Turgeon",
 email = "maxime.turgeon@mail.mcgill.ca", role = c("aut", "cre"))
Description: Functions for hypothesis testing in single and double Wishart
    settings, based on Roy's largest root. This test statistic is especially
    useful in multivariate analysis. The computations are based on results by
    Chiani (2014) <DOI:10.1016/j.jmva.2014.04.002> and Chiani (2016)
    <DOI:10.1016/j.jmva.2015.10.007>. They use the fact that the CDF is related
    to the Pfaffian of a matrix that can be computed in a finite number of
    iterations. This package takes advantage of the Boost and Eigen C++ libraries
    to perform multi-precision linear algebra.
Depends: R (>= 3.1.0)
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
NeedsCompilation: yes
RoxygenNote: 6.0.1
LinkingTo: Rcpp, RcppEigen, BH
Imports: Rcpp
URL: http://github.com/turgeonmaxime/rootWishart
BugReports: http://github.com/turgeonmaxime/rootWishart/issues
Suggests: testthat
Packaged: 2018-03-17 03:01:37 UTC; mturgeon
Author: Maxime Turgeon [aut, cre]
Maintainer: Maxime Turgeon <maxime.turgeon@mail.mcgill.ca>
Repository: CRAN
Date/Publication: 2018-03-17 04:19:44 UTC
Built: R 4.0.2; x86_64-w64-mingw32; 2020-08-02 11:35:34 UTC; windows
Archs: i386, x64
