Signal-Noise Separation in Random Matrices by using Eigenvalue
Spectrum Analysis
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Documentation for package ‘RMThreshold’ version 1.1
Help Pages
| RMThreshold-package | Signal-Noise Separation in Correlation Matrices by using Eigenvalue Spectrum Analysis |
| add.Gaussian.noise | Add Gaussian noise to a matrix |
| create.rand.mat | Create a real-valued, symmetric random matrix |
| kb.distance | Internal functions for the RMThreshold package |
| kld | Internal functions for the RMThreshold package |
| rm.connections | Create ordered list of largest matrix elements |
| rm.denoise.mat | Remove noise from a random matrix by applying a threshold |
| rm.discard.zeros | Discard rows and columns from a matrix that exclusively contain zero-valued off-diagonal matrix elements |
| rm.distance.plot | Internal functions for the RMThreshold package |
| rm.ev.density | Create a density plot and a histogram of the eigenvalue distribution |
| rm.ev.unfold | Internal functions for the RMThreshold package |
| rm.exp.distrib | Internal functions for the RMThreshold package |
| rm.get.distance | Internal functions for the RMThreshold package |
| rm.get.file.extension | Internal functions for the RMThreshold package |
| rm.get.sparseness | Internal functions for the RMThreshold package |
| rm.get.threshold | Estimate an objective threshold for signal-noise separation in random matrices |
| rm.likelihood.plot | Internal functions for the RMThreshold package |
| rm.matrix.validation | Validate input matrix prior to threshold computation |
| rm.reorder.ev | Internal functions for the RMThreshold package |
| rm.show.plots | Display a sequence of plots on screen |
| rm.show.test | Internal functions for the RMThreshold package |
| rm.spacing.distribution | Plot the empirical distribution of the eigenvalue spacings |
| rm.spacing.scatter | Internal functions for the RMThreshold package |
| rm.sse | Internal functions for the RMThreshold package |
| rm.sse.plot | Internal functions for the RMThreshold package |
| rm.trapez.int | Internal functions for the RMThreshold package |
| rm.unfold.gauss | Internal functions for the RMThreshold package |
| rm.unfold.spline | Internal functions for the RMThreshold package |
| RMThreshold | Signal-Noise Separation in Correlation Matrices by using Eigenvalue Spectrum Analysis |
| wigner.semi.circle | Internal functions for the RMThreshold package |
| wigner.surmise | Internal functions for the RMThreshold package |