cutoff: Calculate the upper bound of the noise spectrum

Description Arguments Value Usage Examples

Description

Finds the cutoff point between the noise portion of the eigenvalue spectrum and the "signal" part.

Arguments

p

A random matrix

Value

The eigenvalue associated with the upper bound of the noise spectrum

Usage

cutoff(p)

cutoff(p, es, estimator)

Examples

1

futile.matrix documentation built on May 2, 2019, 4:22 a.m.