Signal-Noise Separation in Random 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 |

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... |

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