Package: RMThreshold 1.1

RMThreshold: Signal-Noise Separation in Random Matrices by using Eigenvalue Spectrum Analysis

An algorithm which can be used to determine an objective threshold for signal-noise separation in large random matrices (correlation matrices, mutual information matrices, network adjacency matrices) is provided. The package makes use of the results of Random Matrix Theory (RMT). The algorithm increments a suppositional threshold monotonically, thereby recording the eigenvalue spacing distribution of the matrix. According to RMT, that distribution undergoes a characteristic change when the threshold properly separates signal from noise. By using the algorithm, the modular structure of a matrix - or of the corresponding network - can be unraveled.

Authors:Uwe Menzel

RMThreshold_1.1.tar.gz
RMThreshold_1.1.zip(r-4.5)RMThreshold_1.1.zip(r-4.4)RMThreshold_1.1.zip(r-4.3)
RMThreshold_1.1.tgz(r-4.4-any)RMThreshold_1.1.tgz(r-4.3-any)
RMThreshold_1.1.tar.gz(r-4.5-noble)RMThreshold_1.1.tar.gz(r-4.4-noble)
RMThreshold_1.1.tgz(r-4.4-emscripten)RMThreshold_1.1.tgz(r-4.3-emscripten)
RMThreshold.pdf |RMThreshold.html
RMThreshold/json (API)

# Install 'RMThreshold' in R:
install.packages('RMThreshold', repos = c('https://uwemenzel.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.16 score 4 stars 18 scripts 145 downloads 2 mentions 29 exports 3 dependencies

Last updated 8 years agofrom:f365567f27. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 18 2024
R-4.5-winOKOct 18 2024
R-4.5-linuxOKOct 18 2024
R-4.4-winOKOct 18 2024
R-4.4-macOKOct 18 2024
R-4.3-winOKOct 18 2024
R-4.3-macOKOct 18 2024

Exports:add.Gaussian.noisecreate.rand.matkb.distancekldrm.connectionsrm.denoise.matrm.discard.zerosrm.distance.plotrm.ev.densityrm.ev.unfoldrm.exp.distribrm.get.distancerm.get.file.extensionrm.get.sparsenessrm.get.thresholdrm.likelihood.plotrm.matrix.validationrm.reorder.evrm.show.plotsrm.show.testrm.spacing.distributionrm.spacing.scatterrm.sserm.sse.plotrm.trapez.intrm.unfold.gaussrm.unfold.splinewigner.semi.circlewigner.surmise

Dependencies:latticeMatrixpng