fit.density: Fit the eigenvalue spectrum to model

In futile.matrix: Random Matrix Generation and Manipulation

Description

This only works for fitting the Marcenko-Pastur distribution. It's also not designed for external use.

Arguments

lambda	Eigenvalues
fitter	A fit function

Value

Optimal parameters

Examples

## Not run: 
m <- rmatrix(WishartModel(50, 200))
es <- eigen(m)
fit.density(es, MaximumLikelihoodFit(hint=c(1,1)))

## End(Not run)

Example output

$par
[1] 3.6638013 0.9880411

$value
[1] 30.79338

$counts
function gradient 
      83       NA 

$convergence
[1] 0

$message
NULL

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