RME_beta: Generate an ensemble of random beta matrices

In RMAT: Random Matrix Analysis Toolkit

Description

Given the same arguments as RM_norm, this function returns an ensemble of that particular class of matrix. While random matrices usually do not exude unique properties on their own, they do indeed have deterministic properties at the ensemble level in terms of their spectral statistics.

Usage

RME_beta(N, beta, size)

Arguments

N	number of dimensions of the square matrix
beta	the value of the beta parameter for the beta ensemble
size	the size of the ensemble (i.e. number of matrices)

Value

An ensemble (list) of beta matrices as specified by the matrix arguments.

Examples

# Generate an ensemble of 10x10 beta matrices with beta = 4 of size 100.
ensemble <- RME_beta(N = 10, beta = 4, size = 100)

RMAT documentation built on April 28, 2021, 9:06 a.m.