Package: rootWishartHD
Type: Package
Title: Exact and Log-Scale Tail Probabilities for Roy's Largest Root
Version: 0.95.2
Authors@R: c(
  person("Stepan", "Grinek", role = c("aut","cre"),
         email = "stepan.grinek@jax.org"),
  person("Maxime", "Turgeon", role = "ctb",
         comment = "Original rootWishart package codebase")
 )
Description: 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>.
Depends: R (>= 4.0.0)
License: GPL (>= 2)
Encoding: UTF-8
NeedsCompilation: yes
LinkingTo: Rcpp, RcppEigen, BH
Imports: Rcpp
Suggests: tinytest, knitr, rmarkdown, rWishart, corpcor
VignetteBuilder: knitr
URL: https://github.com/stepanv1/rootWishartHD
BugReports: https://github.com/stepanv1/rootWishartHD/issues
Config/roxygen2/version: 8.0.0
Repository: https://stepanv1.r-universe.dev
Date/Publication: 2026-07-07 03:42:36 UTC
RemoteUrl: https://github.com/stepanv1/rootwisharthd
RemoteRef: HEAD
RemoteSha: 9a0694133e56d6d44498871b276fd4a2daf5cf42
Packaged: 2026-07-17 06:32:53 UTC; root
Author: Stepan Grinek [aut, cre],
  Maxime Turgeon [ctb] (Original rootWishart package codebase)
Maintainer: Stepan Grinek <stepan.grinek@jax.org>