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 |

**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...

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
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.