RMThreshold
Signal-Noise Separation in Random Matrices by using Eigenvalue Spectrum Analysis
Description
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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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘Uwe Menzel <uwemenzel@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Uwe",
family = "Menzel",
role = c("aut", "cre"),
email = "uwemenzel@gmail.com")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Uwe Menzel <uwemenzel@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Uwe",
family = "Menzel",
role = c("aut", "cre"),
email = "uwemenzel@gmail.com")
as necessary.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Uwe Menzel <uwemenzel@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Uwe",
family = "Menzel",
role = c("aut", "cre"),
email = "uwemenzel@gmail.com")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Uwe Menzel <uwemenzel@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Uwe",
family = "Menzel",
role = c("aut", "cre"),
email = "uwemenzel@gmail.com")
as necessary.