Critical value at critical level alpha of the first eigenvalue of Wishart distribution by R

Return the quantile of the critical level

qRfeW(alpha, n_min = 5, n_max = 10)

Arguments

alpha

a numeric number of critical level.

n_min

the smaller number of the Wishart distribution

n_max

the larger number of the Wishart distribution

Value

the quantile of the critical level

See also

Other Kaito Tajima: RfeW(), qErlang()

Examples

qRfeW(0.95)
#> [1] 31.57643