futile.matrix (version 1.2.2)

dmatrix: Analyze the eigenvalue spectrum of random matrices

Description

Supporting functions for analyzing the eigenvalue spectrum of random matrices

Usage

dmatrix(...)
domain(...)
cutoff(...)
fit.density(...)
RandomMatrixFilter(...)
MaximumLikelihoodFit(...)

Arguments

...

Function arguments. See details for info.

Value

'cutoff' returns the eigenvalue associated with the upper bound of the noise spectrum.

Details

Calculate the upper bound of the noise spectrum.

Examples

  model <- WishartModel(20,50, sd=1)
  bounds <- domain(model)
  x <- seq(bounds[1], bounds[2], length.out=50)
  plot(x,dmatrix(x, model))

  cutoff(rmatrix(model))