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

An algorithm which can be used to determine an objective threshold for signal-noise separation in large random matrices (correlation matrices, mutual information matrices, network adjacency matrices) is provided. The package makes use of the results of Random Matrix Theory (RMT). The algorithm increments a suppositional threshold monotonically, thereby recording the eigenvalue spacing distribution of the matrix. According to RMT, that distribution undergoes a characteristic change when the threshold properly separates signal from noise. By using the algorithm, the modular structure of a matrix - or of the corresponding network - can be unraveled.

Author
Uwe Menzel
Date of publication
2016-06-23 19:57:40
Maintainer
Uwe Menzel <uwemenzel@gmail.com>
License
GPL
Version
1.1

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Man pages

add.Gaussian.noise
Add Gaussian noise to a matrix
create.rand.mat
Create a real-valued, symmetric random matrix
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...
rm.ev.density
Create a density plot and a histogram of the eigenvalue...
rm.get.threshold
Estimate an objective threshold for signal-noise separation...
rm.matrix.validation
Validate input matrix prior to threshold computation
rm.show.plots
Display a sequence of plots on screen
rm.spacing.distribution
Plot the empirical distribution of the eigenvalue spacings
RMThreshold-internal
Internal functions for the RMThreshold package
RMThreshold-package
Signal-Noise Separation in Correlation Matrices by using...

Files in this package

RMThreshold
RMThreshold/inst
RMThreshold/inst/doc
RMThreshold/inst/doc/RMThreshold_Intro.pdf
RMThreshold/NAMESPACE
RMThreshold/R
RMThreshold/R/RMThreshold.R
RMThreshold/MD5
RMThreshold/DESCRIPTION
RMThreshold/man
RMThreshold/man/rm.show.plots.Rd
RMThreshold/man/create.rand.mat.Rd
RMThreshold/man/rm.discard.zeros.Rd
RMThreshold/man/rm.ev.density.Rd
RMThreshold/man/rm.denoise.mat.Rd
RMThreshold/man/rm.matrix.validation.Rd
RMThreshold/man/rm.connections.Rd
RMThreshold/man/rm.spacing.distribution.Rd
RMThreshold/man/add.Gaussian.noise.Rd
RMThreshold/man/RMThreshold-package.Rd
RMThreshold/man/RMThreshold-internal.Rd
RMThreshold/man/rm.get.threshold.Rd