Description Usage Arguments Value Author(s) See Also Examples
A histogram of the empirical distribution of the eigenvalue spacings is plotted. Optionally, curves illustrating the Wigner surmise and/or the Exponential distribution are added.
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ev.spacing |
A numeric vector containing the spacings of the eigenvalues. |
nr.breaks |
Number of bins used in the histogram. |
wigner |
A logical variable that determines if the Wigner-Dyson distribution (Wigner surmise) is to be added to a plot. |
expo |
A logical variable that determines if the Exponential distribution is to be added to the plot. |
title |
String containing the title of the plot. |
threshold |
If not NA, this value will be displayed in the plot, labeled 'threshold'. |
dist.Wigner |
If not NA, this value will be added to the plot, with a text indicating that it is the numerical value of the Kullback-Leibler distance between the empirical eigenvalue spacing distribution function and the Wigner-Dyson distribution function. |
dist.Expon |
If not NA, this value will be added to the plot, with a text indicating that it is the numerical value of the Kullback-Leibler distance between the empirical eigenvalue spacing distribution function and the Exponential distribution. |
pop.up |
A logical variable that determines if the plot is shown in a plot window. |
fn |
A string determining the filename for storage. Must have extension 'png' or 'pdf'. |
The name of the plot filename chosen, or NULL.
Uwe Menzel uwemenzel@gmail.com
Plotting the eigenvalue distribution: rm.ev.density
1 2 3 4 5 | ## Plot histogram of the spacings of the unfolded eigenvalues of a random matrix:
set.seed(777)
random.matrix <- create.rand.mat(size = 1000, distrib = "norm")$rand.matr
res <- rm.ev.unfold(random.matrix)
rm.spacing.distribution(res$ev.spacing)
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