R: Signal-Noise Separation in Random Matrices by using Eigenvalue Spectrum Analysis

# Signal-Noise Separation in Random Matrices by using Eigenvalue Spectrum Analysis

## Documentation for package ‘RMThreshold’ version 1.1

- DESCRIPTION file
- User guides, package vignettes and other documentation

## 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