futile.matrix (version 1.2.7)

fit.density: Fit the eigenvalue spectrum to model

Description

This only works for fitting the Marcenko-Pastur distribution. It's also not designed for external use.

Arguments

lambda

Eigenvalues

fitter

A fit function

Value

Optimal parameters

Examples

# NOT RUN {
m <- rmatrix(WishartModel(50, 200))
es <- eigen(m)
fit.density(es, MaximumLikelihoodFit(hint=c(1,1)))
# }