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>.