Description Details Author(s) References See Also Examples
This package provides functions for working with random matrices. It also provides various convenience functions for examining data within matrices as well as some optimized functions for reading matrices in various formats.
Package: | futile.matrix |
Type: | Package |
Version: | 1.2.7 |
Date: | 2018-04-20 |
License: | LGPL-3 |
LazyLoad: | yes |
Random matrix ensembles can be created using this package. It's also possible to fit the Marcenko-Pastur distribution to Wishart matrices, enabling you to isolate the noise portion of the eigenvalue spectrum.
Brian Lee Yung Rowe <r@zatonovo.com>
The Distribution Functions of Random Matrix Theory, Craig A. Tracy, UC Davis http://www.math.ucsc.edu/research/rmtg.html
Introduction to the Random Matrix Theory: Gaussian Unitary Ensemble and Beyond http://arxiv.org/abs/math-ph/0412017v2
Tyler's M-Estimator, Random Matrix Theory, and Generalized Elliptical Distributions with Applications to Finance http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1287683
1 2 3 4 5 6 7 8 9 10 11 | # Generate a random ensemble
m <- rmatrix(WishartModel(100,400))
# Select sub-matrices
library(datasets)
select(swiss, "Rive")
select(swiss, col.pat='^E')
select(swiss, "Rive", '^E') <- -1
dimnames <- list( c(rownames(swiss), 'Zermat', 'Zurich', 'Geneva'),
c(colnames(swiss), 'Age','Hair.Color') )
my.swiss <- expand(swiss, dimnames)
|
Fertility Agriculture Examination Education Catholic
Rive Droite 44.7 46.6 16 29 50.43
Rive Gauche 42.8 27.7 22 29 58.33
Infant.Mortality
Rive Droite 18.2
Rive Gauche 19.3
Examination Education
Courtelary 15 12
Delemont 6 9
Franches-Mnt 5 5
Moutier 12 7
Neuveville 17 15
Porrentruy 9 7
Broye 16 7
Glane 14 8
Gruyere 12 7
Sarine 16 13
Veveyse 14 6
Aigle 21 12
Aubonne 14 7
Avenches 19 12
Cossonay 22 5
Echallens 18 2
Grandson 17 8
Lausanne 26 28
La Vallee 31 20
Lavaux 19 9
Morges 22 10
Moudon 14 3
Nyone 22 12
Orbe 20 6
Oron 12 1
Payerne 14 8
Paysd'enhaut 6 3
Rolle 16 10
Vevey 25 19
Yverdon 15 8
Conthey 3 2
Entremont 7 6
Herens 5 2
Martigwy 12 6
Monthey 7 3
St Maurice 9 9
Sierre 3 3
Sion 13 13
Boudry 26 12
La Chauxdfnd 29 11
Le Locle 22 13
Neuchatel 35 32
Val de Ruz 15 7
ValdeTravers 25 7
V. De Geneve 37 53
Rive Droite 16 29
Rive Gauche 22 29
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