Installation
About
We generate random variables following general Marchenko-Pastur distribution and Tracy-Widom distribution. We compute limits and distributions of eigenvalues and generalized components of spiked covariance matrices. We give estimation of all population eigenvalues of spiked covariance matrix model. We give tests of population covariance matrix. We also perform matrix denoising for signal-plus-noise model.
Key Metrics
Downloads
Yesterday | 13 0% |
Last 7 days | 39 +86% |
Last 30 days | 147 +1% |
Last 90 days | 601 +42% |
Last 365 days | 1.927 +134% |