Eigenvalue plot

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Description

Eigenvalue plot

Usage

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## S3 method for class 'RMT'
plot(x, y, ...)

Arguments

x

model of the type RMT obtained by fitting an RMT model to the data

y

unused

...

additional arguments unused

Details

Plots eigenvalues of the correlation matrix and overlays the Marchenko-Pastur density on top of it. There is a shap cutoff for the density. We are concerned with eigenvalues beyond this cutoff. Paramters used for plotting are added to the plot

Author(s)

Rohit Arora

Examples

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## Not run: 
 data("largereturn")
 model <- estRMT(largesymdata)
 plot(model)

## End(Not run)