View source: R/Matrix_Denoising.R
get_mu_beta | R Documentation |
This function identifies the upper integration bound of the Marcenko-Pastur distribution. It explores 100 values in a given interval. The selects the values clusest to 1/2 on the left and right. As the upper integration boued if the distance between the left and right approximations is lower than a given threshold 1e-10 it converges and the upper bound producing an area of 1/2 is defined as the average of the left and right approximations.
get_mu_beta(bet)
bet |
Beta value. Aspect ratio of the input matrix. \frac{m}{n} , were m is the number of rows of the input matrix and n the number of columns. |
Returns the mu beta value. This is the upper limit of integration where the Marcenko-Pastur distribution is equal to 1/2.
get_mu_beta(0.3)
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