RMT (FSharp.Stats)

RMT Module

Namespace: FSharp.Stats.Testing
Assembly: FSharp.Stats.dll

Functions and values

Function or value	Description
`compute bwQuantile accuracy sigCriterion m` Full Usage: `compute bwQuantile accuracy sigCriterion m` Parameters: bwQuantile : `float` accuracy : `float` sigCriterion : `float` m : `Matrix<float>` Returns: `float * ChiSquareStatistics<float>`	Computes the critical Threshold for which the NNSD of the matrix significantly abides from the Wigner-Surmise bwQuantile uses % data to calculate a more robust histogram //0.9 0.01 0.05 bwQuantile : `float` accuracy : `float` sigCriterion : `float` m : `Matrix<float>` Returns: `float * ChiSquareStatistics<float>`
`computeChiSquared bwQuantile m` Full Usage: `computeChiSquared bwQuantile m` Parameters: bwQuantile : `float` m : `Matrix<float>` Returns: `ChiSquareStatistics<float>`	bwQuantile : `float` m : `Matrix<float>` Returns: `ChiSquareStatistics<float>`
`computeWithInterval bwQuantile accuracy sigCriterion m (leftBorder, rightBorder)` Full Usage: `computeWithInterval bwQuantile accuracy sigCriterion m (leftBorder, rightBorder)` Parameters: bwQuantile : `float` accuracy : `float` sigCriterion : `float` m : `Matrix<float>` leftBorder : `float` rightBorder : `float` Returns: `float * ChiSquareStatistics<float>`	Computes the critical Threshold for which the NNSD of the matrix significantly abides from the Wigner-Surmise bwQuantile uses % data to calculate a more robust histogram //0.9 0.01 0.05 to reduce the search space for the threshold you can restrict the range to [leftBorder,rightBorder] bwQuantile : `float` accuracy : `float` sigCriterion : `float` m : `Matrix<float>` leftBorder : `float` rightBorder : `float` Returns: `float * ChiSquareStatistics<float>`