Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free
Documentation
R

HypergeoMat

Hypergeometric Function of a Matrix Argument

Evaluates the hypergeometric functions of a matrix argument, which appear in random matrix theory. This is an implementation of Koev & Edelman's algorithm (2006) <doi:10.1090/S0025-5718-06-01824-2>.

Functions (6)

BesselA

Type one Bessel function of Herz

IncBeta

Incomplete Beta function of a matrix argument

IncGamma

Incomplete Gamma function of a matrix argument

hypergeomPFQ

Hypergeometric function of a matrix argument

mvbeta

Multivariate Beta function (of complex variable)

mvgamma

Multivariate Gamma function (of complex variable)

HypergeoMat

Hypergeometric Function of a Matrix Argument

v3.1.0
GPL-3
Authors
Stéphane Laurent
Initial release
2020-10-24

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.