futile.matrix (version 1.2.7)

cutoff: Calculate the upper bound of the noise spectrum

Description

Finds the cutoff point between the noise portion of the eigenvalue spectrum and the "signal" part.

Arguments

p

A random matrix

Value

The eigenvalue associated with the upper bound of the noise spectrum

Usage

cutoff(p)

cutoff(p, es, estimator)

Examples

# NOT RUN {
cutoff(rmatrix(WignerModel(100)))
# }