Quantile for Marchenko Pastur Distribution

Compute the q quantile for Marchenko Pastur Distribution with n and p

Usage

marchenko_pastur_quantile(q, n, p, step_size = 1e-04)

Arguments

q

quantile to be chosen

n

number of samples to be considered

p

dimension of the covariance matrix

step_size

step length to do numerical integration

Value

Quantile location

Examples

out = marchenko_pastur_quantile(0.2, 50, 500)