R-universe - uwemenzel (uwemenzel)

CCP - Significance Tests for Canonical Correlation Analysis (CCA)

Significance tests are provided for canonical correlation analysis, including asymptotic tests and a Monte Carlo method.

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3.88 score 3 dependents 126 scripts 6.7k downloads

EMT - Exact Multinomial Test: Goodness-of-Fit Test for Discrete Multivariate Data

Goodness-of-fit tests for discrete multivariate data. It is tested if a given observation is likely to have occurred under the assumption of an ab-initio model. Monte Carlo methods are provided to make the package capable of solving high-dimensional problems.

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2.76 score 57 scripts 685 downloads

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.

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2.26 score 4 stars 23 scripts 243 downloads