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Christopher Carr

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15 Apr 2011 CDF for Tracy-Widom (TW1) Distribution Table of CDF for Beta=1 TW. Author: Christopher Carr largest eigenvalue, pca, statistics, tracywidom 20 0
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29 Jul 2011 Multicore - Parallel processing on multiple cores This package provides parallel processing on multiple cores/machines. Author: Markus Buehren

29 Jul 2011 Multicore - Parallel processing on multiple cores This package provides parallel processing on multiple cores/machines. Author: Markus Buehren

29 Jul 2011 Multicore - Parallel processing on multiple cores This package provides parallel processing on multiple cores/machines. Author: Markus Buehren

14 Apr 2011 CDF for Tracy-Widom Distribution of Gaussian Unitary Ensemble Table of CDF for Beta=2 TW: approxs CDF of max eval from complex central white wishart matrix. Author: Matthew Brenneman

If you are interested in the Beta=1 TW distribution, not the Beta=2 TW distribution shown here, you can find it in MATLAB central by clicking on the "tracywidom" tag.

The TW1 distribution can be used to test for the number of significant principal components as described in: Patterson N, Price AL, Reich D, 2006 Population Structure and Eigenanalysis. PLoS Genet 2(12): e190. doi:10.1371/journal.pgen.0020190

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