futile.matrix-package: A collection of matrix manipulation functions

In futile.matrix: Random Matrix Generation and Manipulation

Description

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.

Details

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.

Author(s)

Brian Lee Yung Rowe <[e-mail]>

References

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

See Also

select, expand, read.matrix

Examples

# 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)

Example output

            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

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