# RMTstat v0.3

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## Distributions, Statistics and Tests derived from Random Matrix Theory

Functions for working with the Tracy-Widom laws and other distributions related to the eigenvalues of large Wishart matrices. The tables for computing the Tracy-Widom densities and distribution functions were computed by Momar Dieng's MATLAB package "RMLab" (formerly available on his homepage at http://math.arizona.edu/~momar/research.htm ). This package is part of a collaboration between Iain Johnstone, Zongming Ma, Patrick Perry, and Morteza Shahram. It will soon be replaced by a package with more accuracy and built-in support for relevant statistical tests.

## Functions in RMTstat

 Name Description WishartSpike The Spiked Wishart Maximum Eigenvalue Distributions WishartMaxPar White Wishart Maximum Eigenvalue Centering and Scaling WishartMax The White Wishart Maximum Eigenvalue Distributions MarcenkoPastur The Marcenko-Pastur Distribution TracyWidom The Tracy-Widom Distributions WishartSpikePar Spiked Wishart Eigenvalue Centering and Scaling No Results!