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
Packaged: 2026-07-07 03:04:50 UTC; sgrinek
Author: Stepan Grinek [aut, cre],
  Maxime Turgeon [ctb] (Original rootWishart package codebase)
Maintainer: Stepan Grinek <stepan.grinek@jax.org>
Repository: CRAN
Date/Publication: 2026-07-16 12:40:02 UTC
Built: R 4.5.3; x86_64-w64-mingw32; 2026-08-25 23:38:12 UTC; windows
Archs: x64
