diff --git a/docs_html/.buildinfo b/docs_html/.buildinfo index e88878e..1d0c859 100644 --- a/docs_html/.buildinfo +++ b/docs_html/.buildinfo @@ -1,4 +1,4 @@ # Sphinx build info version 1 # This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done. -config: 898cedd8288133a4fd8b696205f292c6 +config: cb26a261997f9aa5cf562fac862fcf4b tags: 645f666f9bcd5a90fca523b33c5a78b7 diff --git a/docs_html/.doctrees/environment.pickle b/docs_html/.doctrees/environment.pickle index 18329ca..9a0e5e1 100644 Binary files a/docs_html/.doctrees/environment.pickle and b/docs_html/.doctrees/environment.pickle differ diff --git a/docs_html/.doctrees/index.doctree b/docs_html/.doctrees/index.doctree index 0c913c3..bf37332 100644 Binary files a/docs_html/.doctrees/index.doctree and b/docs_html/.doctrees/index.doctree differ diff --git a/docs_html/.doctrees/reference/dyson_equalizer.algorithm.doctree b/docs_html/.doctrees/reference/dyson_equalizer.algorithm.doctree index ce04ca3..7e83e27 100644 Binary files a/docs_html/.doctrees/reference/dyson_equalizer.algorithm.doctree and b/docs_html/.doctrees/reference/dyson_equalizer.algorithm.doctree differ diff --git a/docs_html/.doctrees/reference/dyson_equalizer.doctree b/docs_html/.doctrees/reference/dyson_equalizer.doctree index d974a77..1f9dd37 100644 Binary files a/docs_html/.doctrees/reference/dyson_equalizer.doctree and b/docs_html/.doctrees/reference/dyson_equalizer.doctree differ diff --git a/docs_html/.doctrees/reference/dyson_equalizer.dyson_equalizer.doctree b/docs_html/.doctrees/reference/dyson_equalizer.dyson_equalizer.doctree index e0debe3..f61dbc5 100644 Binary files a/docs_html/.doctrees/reference/dyson_equalizer.dyson_equalizer.doctree and b/docs_html/.doctrees/reference/dyson_equalizer.dyson_equalizer.doctree differ diff --git a/docs_html/.doctrees/reference/dyson_equalizer.examples.doctree b/docs_html/.doctrees/reference/dyson_equalizer.examples.doctree index 7ee44b1..5e065b5 100644 Binary files a/docs_html/.doctrees/reference/dyson_equalizer.examples.doctree and b/docs_html/.doctrees/reference/dyson_equalizer.examples.doctree differ diff --git a/docs_html/.doctrees/reference/dyson_equalizer.plots.doctree b/docs_html/.doctrees/reference/dyson_equalizer.plots.doctree index afdb4f1..4e11dd3 100644 Binary files a/docs_html/.doctrees/reference/dyson_equalizer.plots.doctree and b/docs_html/.doctrees/reference/dyson_equalizer.plots.doctree differ diff --git a/docs_html/.doctrees/reference/dyson_equalizer.validation.doctree b/docs_html/.doctrees/reference/dyson_equalizer.validation.doctree index ba7197b..34159cd 100644 Binary files a/docs_html/.doctrees/reference/dyson_equalizer.validation.doctree and b/docs_html/.doctrees/reference/dyson_equalizer.validation.doctree differ diff --git a/docs_html/.doctrees/reference/modules.doctree b/docs_html/.doctrees/reference/modules.doctree index 02cd2ef..ce53700 100644 Binary files a/docs_html/.doctrees/reference/modules.doctree and b/docs_html/.doctrees/reference/modules.doctree differ diff --git a/docs_html/_downloads/037b99d450fa064d99062275db9ab16e/dyson_equalizer-algorithm-1.hires.png b/docs_html/_downloads/037b99d450fa064d99062275db9ab16e/dyson_equalizer-algorithm-1.hires.png deleted file mode 100644 index 274097c..0000000 Binary files a/docs_html/_downloads/037b99d450fa064d99062275db9ab16e/dyson_equalizer-algorithm-1.hires.png and /dev/null differ diff --git a/docs_html/_downloads/040d40c8f1a75c7ba616f303c6741e0d/dyson_equalizer-1.pdf b/docs_html/_downloads/040d40c8f1a75c7ba616f303c6741e0d/dyson_equalizer-1.pdf index 84e874d..154069c 100644 Binary files a/docs_html/_downloads/040d40c8f1a75c7ba616f303c6741e0d/dyson_equalizer-1.pdf and b/docs_html/_downloads/040d40c8f1a75c7ba616f303c6741e0d/dyson_equalizer-1.pdf differ diff --git a/docs_html/_downloads/051a2146ef896cae0fa940692fdb0fa4/dyson_equalizer-2.png b/docs_html/_downloads/051a2146ef896cae0fa940692fdb0fa4/dyson_equalizer-2.png deleted file mode 100644 index 14cd852..0000000 Binary files a/docs_html/_downloads/051a2146ef896cae0fa940692fdb0fa4/dyson_equalizer-2.png and /dev/null differ diff --git a/docs_html/_downloads/179faf11df58dc8dbf2a9aa00791e8c4/dyson_equalizer-plots-1.pdf b/docs_html/_downloads/179faf11df58dc8dbf2a9aa00791e8c4/dyson_equalizer-plots-1.pdf index 50cdf9d..922cbda 100644 Binary files a/docs_html/_downloads/179faf11df58dc8dbf2a9aa00791e8c4/dyson_equalizer-plots-1.pdf and b/docs_html/_downloads/179faf11df58dc8dbf2a9aa00791e8c4/dyson_equalizer-plots-1.pdf differ diff --git a/docs_html/_downloads/1d1027295f67536b84f29d02893b6b52/dyson_equalizer-2.pdf b/docs_html/_downloads/1d1027295f67536b84f29d02893b6b52/dyson_equalizer-2.pdf deleted file mode 100644 index 725de25..0000000 Binary files a/docs_html/_downloads/1d1027295f67536b84f29d02893b6b52/dyson_equalizer-2.pdf and /dev/null differ diff --git a/docs_html/_downloads/3f43ce4f187c080c6a43421015fe260c/dyson_equalizer-algorithm-1.pdf b/docs_html/_downloads/3f43ce4f187c080c6a43421015fe260c/dyson_equalizer-algorithm-1.pdf deleted file mode 100644 index dc082c9..0000000 Binary files a/docs_html/_downloads/3f43ce4f187c080c6a43421015fe260c/dyson_equalizer-algorithm-1.pdf and /dev/null differ diff --git a/docs_html/_downloads/5d36910c87e55f3fc827dd430d294b41/dyson_equalizer-2.py b/docs_html/_downloads/5d36910c87e55f3fc827dd430d294b41/dyson_equalizer-2.py deleted file mode 100644 index 2e1d59a..0000000 --- a/docs_html/_downloads/5d36910c87e55f3fc827dd430d294b41/dyson_equalizer-2.py +++ /dev/null @@ -1,9 +0,0 @@ -import numpy as np -from dyson_equalizer.plots import plot_mp_density - -m, n = 100, 1000 -X = np.random.normal(size=(m, n)) -Y = X @ X.T / n -eigs = sorted(np.linalg.eigvals(Y), reverse=True) - -plot_mp_density(eigs, gamma=m/n) \ No newline at end of file diff --git a/docs_html/_downloads/9c544282a85f7168a992f66b7fe1349c/dyson_equalizer-2.hires.png b/docs_html/_downloads/9c544282a85f7168a992f66b7fe1349c/dyson_equalizer-2.hires.png deleted file mode 100644 index 6f4b2ee..0000000 Binary files a/docs_html/_downloads/9c544282a85f7168a992f66b7fe1349c/dyson_equalizer-2.hires.png and /dev/null differ diff --git a/docs_html/_downloads/a5c69e67e76ef2f144bc89a6dd7a27b9/dyson_equalizer-algorithm-1.py b/docs_html/_downloads/a5c69e67e76ef2f144bc89a6dd7a27b9/dyson_equalizer-algorithm-1.py deleted file mode 100644 index 76af14b..0000000 --- a/docs_html/_downloads/a5c69e67e76ef2f144bc89a6dd7a27b9/dyson_equalizer-algorithm-1.py +++ /dev/null @@ -1,8 +0,0 @@ -import matplotlib.pyplot as plt -import numpy as np -from dyson_equalizer.dyson_equalizer import DysonEqualizer -from dyson_equalizer.examples import generate_Y_with_correlated_noise - -X = generate_Y_with_correlated_noise() -de = DysonEqualizer(X).compute() -de.plot_mp_eigenvalues_and_densities(show_only_significant=1) \ No newline at end of file diff --git a/docs_html/_downloads/b0cb300918942c1c35d4a9bdb358a081/dyson_equalizer-3.pdf b/docs_html/_downloads/b0cb300918942c1c35d4a9bdb358a081/dyson_equalizer-3.pdf deleted file mode 100644 index 9b8dd9d..0000000 Binary files a/docs_html/_downloads/b0cb300918942c1c35d4a9bdb358a081/dyson_equalizer-3.pdf and /dev/null differ diff --git a/docs_html/_downloads/bb3eea6d7317d0b80d23f9ed5cc105e5/dyson_equalizer-3.hires.png b/docs_html/_downloads/bb3eea6d7317d0b80d23f9ed5cc105e5/dyson_equalizer-3.hires.png deleted file mode 100644 index 8b944f2..0000000 Binary files a/docs_html/_downloads/bb3eea6d7317d0b80d23f9ed5cc105e5/dyson_equalizer-3.hires.png and /dev/null differ diff --git a/docs_html/_downloads/c0b6699c0991f006206d9c543e20007e/dyson_equalizer-3.png b/docs_html/_downloads/c0b6699c0991f006206d9c543e20007e/dyson_equalizer-3.png deleted file mode 100644 index 5a61c80..0000000 Binary files a/docs_html/_downloads/c0b6699c0991f006206d9c543e20007e/dyson_equalizer-3.png and /dev/null differ diff --git a/docs_html/_downloads/c3e42fed7c5fb3188b259cfa49cacb47/dyson_equalizer-3.py b/docs_html/_downloads/c3e42fed7c5fb3188b259cfa49cacb47/dyson_equalizer-3.py deleted file mode 100644 index 9dcc27c..0000000 --- a/docs_html/_downloads/c3e42fed7c5fb3188b259cfa49cacb47/dyson_equalizer-3.py +++ /dev/null @@ -1,9 +0,0 @@ -import numpy as np -from dyson_equalizer.plots import plot_mp_eigenvalues - -m, n = 100, 1000 -X = np.random.normal(size=(m, n)) -Y = X @ X.T / n -eigs = sorted(np.linalg.eigvals(Y), reverse=True) - -plot_mp_eigenvalues(eigs, gamma=m/n) \ No newline at end of file diff --git a/docs_html/_downloads/d0a95b0846a7db66bce8cb701c5004fc/dyson_equalizer-algorithm-1.png b/docs_html/_downloads/d0a95b0846a7db66bce8cb701c5004fc/dyson_equalizer-algorithm-1.png deleted file mode 100644 index ac54c81..0000000 Binary files a/docs_html/_downloads/d0a95b0846a7db66bce8cb701c5004fc/dyson_equalizer-algorithm-1.png and /dev/null differ diff --git a/docs_html/_downloads/dc48c60a41224f72a0a8e45aacfa0d82/dyson_equalizer-plots-2.pdf b/docs_html/_downloads/dc48c60a41224f72a0a8e45aacfa0d82/dyson_equalizer-plots-2.pdf index f42c71a..a6e7d9f 100644 Binary files a/docs_html/_downloads/dc48c60a41224f72a0a8e45aacfa0d82/dyson_equalizer-plots-2.pdf and b/docs_html/_downloads/dc48c60a41224f72a0a8e45aacfa0d82/dyson_equalizer-plots-2.pdf differ diff --git a/docs_html/_images/dyson_equalizer-2.png b/docs_html/_images/dyson_equalizer-2.png deleted file mode 100644 index 14cd852..0000000 Binary files a/docs_html/_images/dyson_equalizer-2.png and /dev/null differ diff --git a/docs_html/_images/dyson_equalizer-3.png b/docs_html/_images/dyson_equalizer-3.png deleted file mode 100644 index 5a61c80..0000000 Binary files a/docs_html/_images/dyson_equalizer-3.png and /dev/null differ diff --git a/docs_html/_images/dyson_equalizer-algorithm-1.png b/docs_html/_images/dyson_equalizer-algorithm-1.png deleted file mode 100644 index ac54c81..0000000 Binary files a/docs_html/_images/dyson_equalizer-algorithm-1.png and /dev/null differ diff --git a/docs_html/_static/documentation_options.js b/docs_html/_static/documentation_options.js index 13d90ff..51cf7f5 100644 --- a/docs_html/_static/documentation_options.js +++ b/docs_html/_static/documentation_options.js @@ -1,5 +1,5 @@ const DOCUMENTATION_OPTIONS = { - VERSION: '0.1.0', + VERSION: '0.1.1', LANGUAGE: 'en', COLLAPSE_INDEX: false, BUILDER: 'html', diff --git a/docs_html/genindex.html b/docs_html/genindex.html index ba53288..26fbdc2 100644 --- a/docs_html/genindex.html +++ b/docs_html/genindex.html @@ -7,7 +7,7 @@ - Index — Dyson Equalizer 0.1.0 documentation + Index — Dyson Equalizer 0.1.1 documentation @@ -35,7 +35,7 @@ - + @@ -116,7 +116,7 @@ -

Dyson Equalizer 0.1.0 documentation

+

Dyson Equalizer 0.1.1 documentation

diff --git a/docs_html/index.html b/docs_html/index.html index 3df4f4b..5a13279 100644 --- a/docs_html/index.html +++ b/docs_html/index.html @@ -8,7 +8,7 @@ - Dyson Equalizer — Dyson Equalizer 0.1.0 documentation + Dyson Equalizer — Dyson Equalizer 0.1.1 documentation @@ -36,7 +36,7 @@ - + @@ -119,7 +119,7 @@ -

Dyson Equalizer 0.1.0 documentation

+

Dyson Equalizer 0.1.1 documentation

@@ -299,6 +299,7 @@

Dyson EqualizerThe Dyson Equalizer: Adaptive Noise Stabilization for Low-Rank Signal Detection and Recovery

+

The documentation is available at https://klugerlab.github.io/DysonEqualizer.

Installation#

The main version of the package can be installed as

diff --git a/docs_html/objects.inv b/docs_html/objects.inv index 0f50b37..c761748 100644 Binary files a/docs_html/objects.inv and b/docs_html/objects.inv differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-1.pdf b/docs_html/plot_directive/reference/dyson_equalizer-1.pdf index 84e874d..154069c 100644 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-1.pdf and b/docs_html/plot_directive/reference/dyson_equalizer-1.pdf differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-2.hires.png b/docs_html/plot_directive/reference/dyson_equalizer-2.hires.png deleted file mode 100644 index 6f4b2ee..0000000 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-2.hires.png and /dev/null differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-2.pdf b/docs_html/plot_directive/reference/dyson_equalizer-2.pdf deleted file mode 100644 index 725de25..0000000 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-2.pdf and /dev/null differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-2.png b/docs_html/plot_directive/reference/dyson_equalizer-2.png deleted file mode 100644 index 14cd852..0000000 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-2.png and /dev/null differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-2.py b/docs_html/plot_directive/reference/dyson_equalizer-2.py deleted file mode 100644 index 2e1d59a..0000000 --- a/docs_html/plot_directive/reference/dyson_equalizer-2.py +++ /dev/null @@ -1,9 +0,0 @@ -import numpy as np -from dyson_equalizer.plots import plot_mp_density - -m, n = 100, 1000 -X = np.random.normal(size=(m, n)) -Y = X @ X.T / n -eigs = sorted(np.linalg.eigvals(Y), reverse=True) - -plot_mp_density(eigs, gamma=m/n) \ No newline at end of file diff --git a/docs_html/plot_directive/reference/dyson_equalizer-3.hires.png b/docs_html/plot_directive/reference/dyson_equalizer-3.hires.png deleted file mode 100644 index 8b944f2..0000000 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-3.hires.png and /dev/null differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-3.pdf b/docs_html/plot_directive/reference/dyson_equalizer-3.pdf deleted file mode 100644 index 9b8dd9d..0000000 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-3.pdf and /dev/null differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-3.png b/docs_html/plot_directive/reference/dyson_equalizer-3.png deleted file mode 100644 index 5a61c80..0000000 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-3.png and /dev/null differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-3.py b/docs_html/plot_directive/reference/dyson_equalizer-3.py deleted file mode 100644 index 9dcc27c..0000000 --- a/docs_html/plot_directive/reference/dyson_equalizer-3.py +++ /dev/null @@ -1,9 +0,0 @@ -import numpy as np -from dyson_equalizer.plots import plot_mp_eigenvalues - -m, n = 100, 1000 -X = np.random.normal(size=(m, n)) -Y = X @ X.T / n -eigs = sorted(np.linalg.eigvals(Y), reverse=True) - -plot_mp_eigenvalues(eigs, gamma=m/n) \ No newline at end of file diff --git a/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.hires.png b/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.hires.png deleted file mode 100644 index 274097c..0000000 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.hires.png and /dev/null differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.pdf b/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.pdf deleted file mode 100644 index dc082c9..0000000 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.pdf and /dev/null differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.png b/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.png deleted file mode 100644 index ac54c81..0000000 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.png and /dev/null differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.py b/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.py deleted file mode 100644 index 76af14b..0000000 --- a/docs_html/plot_directive/reference/dyson_equalizer-algorithm-1.py +++ /dev/null @@ -1,8 +0,0 @@ -import matplotlib.pyplot as plt -import numpy as np -from dyson_equalizer.dyson_equalizer import DysonEqualizer -from dyson_equalizer.examples import generate_Y_with_correlated_noise - -X = generate_Y_with_correlated_noise() -de = DysonEqualizer(X).compute() -de.plot_mp_eigenvalues_and_densities(show_only_significant=1) \ No newline at end of file diff --git a/docs_html/plot_directive/reference/dyson_equalizer-plots-1.pdf b/docs_html/plot_directive/reference/dyson_equalizer-plots-1.pdf index 50cdf9d..922cbda 100644 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-plots-1.pdf and b/docs_html/plot_directive/reference/dyson_equalizer-plots-1.pdf differ diff --git a/docs_html/plot_directive/reference/dyson_equalizer-plots-2.pdf b/docs_html/plot_directive/reference/dyson_equalizer-plots-2.pdf index f42c71a..a6e7d9f 100644 Binary files a/docs_html/plot_directive/reference/dyson_equalizer-plots-2.pdf and b/docs_html/plot_directive/reference/dyson_equalizer-plots-2.pdf differ diff --git a/docs_html/py-modindex.html b/docs_html/py-modindex.html index b88a152..fc42f8d 100644 --- a/docs_html/py-modindex.html +++ b/docs_html/py-modindex.html @@ -7,7 +7,7 @@ - Python Module Index — Dyson Equalizer 0.1.0 documentation + Python Module Index — Dyson Equalizer 0.1.1 documentation @@ -35,7 +35,7 @@ - + @@ -119,7 +119,7 @@ -

Dyson Equalizer 0.1.0 documentation

+

Dyson Equalizer 0.1.1 documentation

diff --git a/docs_html/reference/dyson_equalizer.algorithm.html b/docs_html/reference/dyson_equalizer.algorithm.html index 2f18c10..075a77e 100644 --- a/docs_html/reference/dyson_equalizer.algorithm.html +++ b/docs_html/reference/dyson_equalizer.algorithm.html @@ -8,7 +8,7 @@ - dyson_equalizer.algorithm module — Dyson Equalizer 0.1.0 documentation + dyson_equalizer.algorithm module — Dyson Equalizer 0.1.1 documentation @@ -29,14 +29,14 @@ - + - + @@ -44,7 +44,7 @@ - + @@ -120,7 +120,7 @@ -

Dyson Equalizer 0.1.0 documentation

+

Dyson Equalizer 0.1.1 documentation

@@ -143,7 +143,7 @@
  • - API and modules + dyson_equalizer package
    • @@ -240,7 +240,7 @@
  • - API and modules + dyson_equalizer package
    • @@ -319,7 +319,7 @@ -
  • API and modules
    • +
  • dyson_equalizer package
  • dyson_equali...
    • @@ -348,7 +348,7 @@ dyson_equalizer.algorithm.compute_low_rank_approximation_mp(svd) → tuple[array, int]#

    Computes the low rank approximation by keeping all eigeinvalues above the maximum of the Marchenko-Pastur distribution. -Details, derivation and convergence analysis are provided in [1]_, in particular Algorithms 2 and 3.

    +Details, derivation and convergence analysis are provided in [1], in particular Algorithms 2 and 3.

    Parameters:
    @@ -375,6 +375,14 @@

    Notes

    The threshold for significance is based on the Marchenko-Pastur distribution and is estimated as \(\sqrt{m} + \sqrt{m}\), where \(m \le n\) are the matrix’s dimensions.

    +

    References

    +
    +
    +[1] +

    Landa B., Kluger Y., “The Dyson Equalizer: Adaptive Noise Stabilization for Low-Rank Signal +Detection and Recovery,” arXiv, https://arxiv.org/abs/2306.11263

    +
    +
    @@ -405,7 +413,7 @@

    Notes

    This function computes the normalizing factors for the Dyson equalizer. -Details, derivation and convergence analysis are provided in [1]_, in particular Algorithm 1.

    +Details, derivation and convergence analysis are provided in [1], in particular Algorithm 1.

    First, it computes the solutions to the Dyson equation as

    \[\hat{g}_{i}^{(1)} = \sum_{k=1}^{m} \frac{\eta^2}{\sigma^2_k + \eta^2} U^2_{ik}\]
    @@ -427,6 +435,14 @@
    +

    References

    +
    +
    +[1] +

    Landa B., Kluger Y., “The Dyson Equalizer: Adaptive Noise Stabilization for Low-Rank Signal +Detection and Recovery,” arXiv, https://arxiv.org/abs/2306.11263

    +
    +
    @@ -510,7 +526,7 @@

    previous

    -

    API and modules

    +

    dyson_equalizer package

    - dyson_equalizer.dyson_equalizer module — Dyson Equalizer 0.1.0 documentation + dyson_equalizer.dyson_equalizer module — Dyson Equalizer 0.1.1 documentation @@ -29,14 +29,14 @@ - + - + @@ -119,7 +119,7 @@ -

    Dyson Equalizer 0.1.0 documentation

    +

    Dyson Equalizer 0.1.1 documentation

     diff --git a/docs_html/reference/dyson_equalizer.examples.html b/docs_html/reference/dyson_equalizer.examples.html index 4163daf..17a9391 100644 --- a/docs_html/reference/dyson_equalizer.examples.html +++ b/docs_html/reference/dyson_equalizer.examples.html @@ -8,7 +8,7 @@ - dyson_equalizer.examples module — Dyson Equalizer 0.1.0 documentation + dyson_equalizer.examples module — Dyson Equalizer 0.1.1 documentation @@ -29,14 +29,14 @@ - + - + @@ -119,7 +119,7 @@ -

    Dyson Equalizer 0.1.0 documentation

    +

    Dyson Equalizer 0.1.1 documentation

    @@ -142,7 +142,7 @@
  • - API and modules + dyson_equalizer package
    • @@ -239,7 +239,7 @@
  • - API and modules + dyson_equalizer package
    • @@ -318,7 +318,7 @@ -
  • API and modules
    • +
  • dyson_equalizer package
  • dyson_equali...
    • diff --git a/docs_html/reference/dyson_equalizer.html b/docs_html/reference/dyson_equalizer.html index 951aabc..2333bb2 100644 --- a/docs_html/reference/dyson_equalizer.html +++ b/docs_html/reference/dyson_equalizer.html @@ -8,7 +8,7 @@ - dyson_equalizer package — Dyson Equalizer 0.1.0 documentation + dyson_equalizer package — Dyson Equalizer 0.1.1 documentation @@ -36,7 +36,7 @@ - + @@ -120,7 +120,7 @@ -

    Dyson Equalizer 0.1.0 documentation

    +

    Dyson Equalizer 0.1.1 documentation

    @@ -345,14 +345,12 @@

    Examples

    Application of the Dyson Equalizer on data with Gaussian heteroskedastic noise. The signal X consists of 10 strong and 10 weak components to which Gaussian heteroskedastic noise was added to create the data matrix Y.

    -
    -
    Next, we compute the Dyson Equalizer and plot the eigenvalues distributions by
      +

      Next, we compute the Dyson Equalizer and plot the eigenvalues distributions by

      +

      1. Initializing the DysonEqualizer class with the data class Y and calling compute()

      2. Calling the plot_mp_eigenvalues_and_densities function. The option show_only_significant=1 was specified to limit the x-axis to the first non-noise eigenvalue, since the larges signal eigenvalues are large.

        3. -
    -
    -
    + 
    import matplotlib.pyplot as plt
 import numpy as np
 from dyson_equalizer.dyson_equalizer import DysonEqualizer
diff --git a/docs_html/reference/dyson_equalizer.plots.html b/docs_html/reference/dyson_equalizer.plots.html
index 0979504..0c1218a 100644
--- a/docs_html/reference/dyson_equalizer.plots.html
+++ b/docs_html/reference/dyson_equalizer.plots.html
@@ -8,7 +8,7 @@
     
     
 
-    dyson_equalizer.plots module — Dyson Equalizer 0.1.0 documentation
+    dyson_equalizer.plots module — Dyson Equalizer 0.1.1 documentation
   
   
   
@@ -29,14 +29,14 @@
 
 
     
-    
+    
   
   
   
 
   
 
-    
+    
     
     
     
@@ -119,7 +119,7 @@
   
   
   
-    
    Dyson Equalizer 0.1.0 documentation
    
+    
    Dyson Equalizer 0.1.1 documentation
    @@ -142,7 +142,7 @@
  • - API and modules + dyson_equalizer package
    • @@ -239,7 +239,7 @@
  • - API and modules + dyson_equalizer package
    • @@ -318,7 +318,7 @@ -
  • API and modules
    • +
  • dyson_equalizer package
  • dyson_equali...
    • diff --git a/docs_html/reference/dyson_equalizer.validation.html b/docs_html/reference/dyson_equalizer.validation.html index 365ef37..1353740 100644 --- a/docs_html/reference/dyson_equalizer.validation.html +++ b/docs_html/reference/dyson_equalizer.validation.html @@ -8,7 +8,7 @@ - dyson_equalizer.validation module — Dyson Equalizer 0.1.0 documentation + dyson_equalizer.validation module — Dyson Equalizer 0.1.1 documentation @@ -29,14 +29,14 @@ - + - + @@ -118,7 +118,7 @@ -

    Dyson Equalizer 0.1.0 documentation

    +

    Dyson Equalizer 0.1.1 documentation

    @@ -141,7 +141,7 @@
  • - API and modules + dyson_equalizer package
    • @@ -238,7 +238,7 @@
  • - API and modules + dyson_equalizer package
    • @@ -317,7 +317,7 @@ -
  • API and modules
    • +
  • dyson_equalizer package
  • dyson_equali...
    • diff --git a/docs_html/reference/modules.html b/docs_html/reference/modules.html index ff1a0b2..c17399c 100644 --- a/docs_html/reference/modules.html +++ b/docs_html/reference/modules.html @@ -8,7 +8,7 @@ - dyson_equalizer — Dyson Equalizer 0.1.0 documentation + dyson_equalizer — Dyson Equalizer 0.1.1 documentation @@ -36,7 +36,7 @@ - + @@ -118,7 +118,7 @@ -

    Dyson Equalizer 0.1.0 documentation

    +

    Dyson Equalizer 0.1.1 documentation

    diff --git a/docs_html/search.html b/docs_html/search.html index 8f7659b..f03921b 100644 --- a/docs_html/search.html +++ b/docs_html/search.html @@ -6,7 +6,7 @@ - Search - Dyson Equalizer 0.1.0 documentation + Search - Dyson Equalizer 0.1.1 documentation @@ -34,7 +34,7 @@ - + @@ -118,7 +118,7 @@ -

    Dyson Equalizer 0.1.0 documentation

    +

    Dyson Equalizer 0.1.1 documentation

    diff --git a/docs_html/searchindex.js b/docs_html/searchindex.js index 69db4e2..3bfaec3 100644 --- a/docs_html/searchindex.js +++ b/docs_html/searchindex.js @@ -1 +1 @@ -Search.setIndex({"alltitles": {"Contents": [[0, "contents"]], "Dyson Equalizer": [[0, null]], "Example": [[0, "example"]], "Examples": [[1, "examples"]], "Installation": [[0, "installation"]], "References": [[1, "references"]], "Submodules": [[1, "submodules"]], "dyson_equalizer": [[7, null]], "dyson_equalizer package": [[1, null]], "dyson_equalizer.algorithm module": [[2, null]], "dyson_equalizer.dyson_equalizer module": [[3, null]], "dyson_equalizer.examples module": [[4, null]], "dyson_equalizer.plots module": [[5, null]], "dyson_equalizer.validation module": [[6, null]]}, "docnames": ["index", "reference/dyson_equalizer", "reference/dyson_equalizer.algorithm", "reference/dyson_equalizer.dyson_equalizer", "reference/dyson_equalizer.examples", "reference/dyson_equalizer.plots", "reference/dyson_equalizer.validation", "reference/modules"], "envversion": {"sphinx": 63, "sphinx.domains.c": 3, "sphinx.domains.changeset": 1, "sphinx.domains.citation": 1, "sphinx.domains.cpp": 9, "sphinx.domains.index": 1, "sphinx.domains.javascript": 3, "sphinx.domains.math": 2, "sphinx.domains.python": 4, "sphinx.domains.rst": 2, "sphinx.domains.std": 2, "sphinx.ext.intersphinx": 1}, "filenames": ["index.rst", "reference/dyson_equalizer.rst", "reference/dyson_equalizer.algorithm.rst", "reference/dyson_equalizer.dyson_equalizer.rst", "reference/dyson_equalizer.examples.rst", "reference/dyson_equalizer.plots.rst", "reference/dyson_equalizer.validation.rst", "reference/modules.rst"], "indexentries": {"dyson_equalizer": [[1, "module-dyson_equalizer", false]], "module": [[1, "module-dyson_equalizer", false]]}, "objects": {"": [[1, 0, 0, "-", "dyson_equalizer"]], "dyson_equalizer": [[2, 0, 0, "-", "algorithm"], [3, 0, 0, "-", "dyson_equalizer"], [4, 0, 0, "-", "examples"], [5, 0, 0, "-", "plots"], [6, 0, 0, "-", "validation"]], "dyson_equalizer.algorithm": [[2, 1, 1, "", "compute_low_rank_approximation_mp"], [2, 1, 1, "", "compute_scaling_factors"], [2, 1, 1, "", "marchenko_pastur"], [2, 1, 1, "", "scale_matrix"]], "dyson_equalizer.dyson_equalizer": [[3, 2, 1, "", "DysonEqualizer"]], "dyson_equalizer.dyson_equalizer.DysonEqualizer": [[3, 3, 1, "", "S"], [3, 3, 1, "", "S_hat"], [3, 3, 1, "", "X_bar"], [3, 3, 1, "", "Y"], [3, 3, 1, "", "Y_hat"], [3, 4, 1, "", "compute"], [3, 4, 1, "", "plot_mp_density_Y"], [3, 4, 1, "", "plot_mp_density_Y_hat"], [3, 4, 1, "", "plot_mp_eigenvalues_Y"], [3, 4, 1, "", "plot_mp_eigenvalues_Y_hat"], [3, 4, 1, "", "plot_mp_eigenvalues_and_densities"], [3, 3, 1, "", "r_hat"], [3, 3, 1, "", "x_hat"], [3, 3, 1, "", "y_hat"]], "dyson_equalizer.examples": [[4, 1, 1, "", "generate_X"], [4, 1, 1, "", "generate_Y_with_correlated_noise"]], "dyson_equalizer.plots": [[5, 1, 1, "", "plot_mp_density"], [5, 1, 1, "", "plot_mp_eigenvalues"]], "dyson_equalizer.validation": [[6, 1, 1, "", "validate_matrix"], [6, 1, 1, "", "validate_svd"]]}, "objnames": {"0": ["py", "module", "Python module"], "1": ["py", "function", "Python function"], "2": ["py", "class", "Python class"], "3": ["py", "attribute", "Python attribute"], "4": ["py", "method", "Python method"]}, "objtypes": {"0": "py:module", "1": "py:function", "2": "py:class", "3": "py:attribute", "4": "py:method"}, "terms": {"": [0, 1, 2, 3], "0": 5, "1": [0, 1, 2, 3, 5], "10": [1, 4], "100": [3, 5], "1000": [4, 5], "11263": 1, "12": 3, "123": 4, "2": [2, 3], "2000": 4, "2306": 1, "2_": 2, "2_k": 2, "3": 2, "48550": [], "8": 3, "A": [3, 5], "If": [3, 5, 6], "It": [0, 3], "The": [0, 1, 2, 3, 4, 5, 6], "Then": 2, "These": [3, 5], "To": 0, "_": [2, 3], "_i": 2, "ab": 1, "abov": 2, "ad": 1, "adapt": [0, 1], "after": 1, "algorithm": [1, 3, 5, 7], "all": [2, 3], "analysi": 2, "api": [], "appli": [0, 1], "applic": 1, "approxim": [2, 3], "ar": [1, 2, 3, 5, 6], "arrai": [2, 3, 4, 5, 6], "array_lik": 6, "articl": 0, "arxiv": 1, "associ": 3, "assum": [2, 3, 5], "attribut": [0, 3], "auxiliari": [1, 2], "avail": [], "ax": [3, 5], "axi": [1, 3, 5], "b": 1, "base": [2, 3], "befor": 1, "beta_": 2, "between": [2, 5], "bigger": [3, 5], "bool": [3, 5], "build": [1, 2], "call": 1, "can": [0, 2, 3], "case": 3, "check": 6, "class": [0, 1, 3], "code": [1, 5], "column": [0, 2, 3, 6], "com": 0, "compar": [3, 5], "compat": 6, "compon": 1, "comput": [0, 1, 2, 3, 6], "compute_low_rank_approximation_mp": [1, 2, 3, 7], "compute_scaling_factor": [1, 2, 3, 7], "consist": 1, "contain": [0, 3, 6], "content": [], "converg": 2, "correctli": 1, "covari": [3, 5], "creat": [1, 3, 5], "d": 2, "data": [0, 1, 2, 3, 4, 6], "de": [0, 1], "default": [2, 3, 4, 5], "defin": 2, "densiti": [2, 3, 5], "deriv": 2, "describ": 0, "detail": [0, 2], "detect": [0, 1], "develop": 0, "df_": 2, "dimens": [2, 4, 5, 6], "distribut": [1, 2, 3, 5], "doi": [], "dyson": [1, 2, 3, 6], "dyson_equ": 0, "dysonequ": [0, 1, 3, 7], "e": [2, 5, 6], "easili": 3, "edg": 1, "eig": 5, "eigeinvalu": 2, "eigenvalu": [1, 3, 5], "eigenvalues_to_show": [3, 5], "eigval": 5, "entri": [2, 3, 5], "equal": [1, 2, 3, 6], "equat": 2, "error": [0, 3], "estim": [0, 2, 3], "eta": 2, "exampl": [5, 7], "factor": [0, 2, 3, 6], "fals": [2, 3, 6], "figsiz": 3, "figur": [3, 5], "first": [1, 2], "float": [2, 5], "follow": [0, 1, 3, 5], "frac": 2, "from": [0, 1, 5], "full_matric": [2, 6], "function": [1, 2, 3, 5, 6], "g": [2, 5, 6], "gamma": [2, 5], "gaussian": 1, "gener": [4, 5], "generate_x": [1, 4, 7], "generate_x_with_correlated_nois": [], "generate_y_with_correlated_nois": [0, 1, 4, 7], "git": 0, "github": 0, "given": 2, "ha": [0, 3], "hat": 2, "have": [3, 5], "heteroskedast": 1, "hire": [1, 5], "http": [0, 1], "i": [0, 2, 3, 5, 6], "ik": 2, "implement": [0, 1, 2], "import": [0, 1, 5], "improv": 3, "index": 0, "initi": 1, "input": [3, 5, 6], "instanc": 3, "instead": 3, "int": [2, 3, 4, 5, 6], "iter": 3, "j": 2, "jk": 2, "k": 2, "keep": 2, "kluger": 1, "klugerlab": 0, "label": 5, "landa": 1, "larg": 1, "largest": 2, "le": 2, "left": [1, 2], "limit": 1, "linalg": [2, 5, 6], "log_eigenvalu": 3, "log_i": [3, 5], "log_x": [], "logarithm": [3, 5], "low": [0, 1, 2, 3], "m": [2, 3, 4, 5, 6], "mai": [1, 2, 3], "main": 0, "marchenko": [1, 2, 3, 5], "marchenko_pastur": [1, 2, 5, 7], "match": 1, "mathbb": 2, "matplotlib": [1, 3, 5], "matrix": [0, 1, 2, 3, 4, 5, 6], "matrix_label": 5, "maximum": 2, "median": 2, "method": [0, 3], "modul": [0, 1, 7], "mp": 1, "much": [3, 5], "n": [2, 3, 4, 5, 6], "name": 5, "need": [1, 2], "new": [3, 5], "next": 1, "nois": [0, 1, 3, 4, 5], "noise_dimens": 4, "non": 1, "none": [3, 5], "normal": [0, 1, 2, 3, 5], "note": 2, "np": [1, 5], "number": [2, 3, 4, 5, 6], "numpi": [1, 2, 3, 4, 5, 6], "object": [3, 5], "observ": 1, "onli": [3, 5, 6], "option": [1, 2, 3, 4, 5], "org": 1, "origin": [0, 3], "packag": [0, 7], "page": 0, "paramet": [2, 3, 4, 5, 6], "particular": 2, "pastur": [1, 2, 3, 5], "pdf": [1, 5], "pi": 2, "pip": 0, "plot": [1, 3, 7], "plot_mp_dens": [1, 3, 5, 7], "plot_mp_density_i": [1, 3], "plot_mp_density_y_hat": [1, 3], "plot_mp_eigenvalu": [1, 3, 5, 7], "plot_mp_eigenvalues_and_dens": [1, 3], "plot_mp_eigenvalues_i": [1, 3], "plot_mp_eigenvalues_y_hat": [1, 3], "plt": [1, 3, 5], "pm": 2, "png": [1, 5], "princip": [0, 2, 3, 4], "provid": [1, 2, 3, 5, 6], "pyplot": 1, "python": 0, "r_hat": [0, 1, 2, 3], "rais": 6, "random": [2, 3, 4, 5], "rank": [0, 1, 2, 3], "ratio": [2, 5], "recoveri": [0, 1], "refer": [3, 7], "relat": [1, 2], "result": [0, 3], "return": [2, 3, 4, 6], "revers": 5, "right": [1, 2], "row": [0, 2, 3, 4, 6], "s_hat": [0, 1, 3], "scale": [2, 6], "scale_matrix": [1, 2, 7], "search": 0, "seed": 4, "self": 3, "set": [3, 5], "should": [3, 5], "show": [3, 5], "show_only_signific": [1, 3, 5], "sigma": 2, "sigma_k": 2, "signal": [0, 1, 3, 4, 5], "signific": [2, 3, 5], "sinc": 1, "size": [3, 5], "small": [3, 5], "smallest": 2, "so": [0, 3], "solut": 2, "some": [3, 5], "sort": 5, "sourc": [1, 5], "special": [1, 2], "specifi": 1, "spectrum": 1, "sqrt": 2, "stabil": [0, 1], "store": 3, "str": 5, "strong": [1, 4], "submodul": 7, "sum_": 2, "svd": [2, 6], "t": 5, "test": [0, 4], "th": 2, "than": [3, 5], "theoret": 1, "thi": [0, 2, 3, 5], "threshold": [2, 3, 5], "true": [3, 5], "truncat": 2, "tupl": [2, 3, 6], "u": 2, "upper": 1, "us": [1, 2, 3, 5, 6], "use_x_bar": 3, "v": 2, "valid": [1, 7], "validate_matrix": [1, 6, 7], "validate_svd": [1, 6, 7], "valu": [0, 2, 3, 4, 5], "valueerror": 6, "varianc": [0, 2, 3, 5], "vector": 2, "version": 0, "vert": 2, "vert_": 2, "wa": 1, "we": [1, 5], "weak": [1, 4], "weight": 2, "where": 2, "whether": [3, 5], "which": 1, "whose": [3, 5], "x": [1, 2, 5], "x_bar": [0, 1, 3], "x_hat": [0, 1, 2, 3], "y": [0, 1, 2, 3, 5, 6], "y_hat": [0, 1, 2, 3], "y_tr": 2, "zero": 6, "\u00b9": [1, 3, 5], "\u03b2": 1, "\u2099xx\u1d40": 5, "\u2099yy\u1d40": 3, "\u2099\u0177\u0177\u1d40": [1, 3]}, "titles": ["Dyson Equalizer", "dyson_equalizer package", "dyson_equalizer.algorithm module", "dyson_equalizer.dyson_equalizer module", "dyson_equalizer.examples module", "dyson_equalizer.plots module", "dyson_equalizer.validation module", "dyson_equalizer"], "titleterms": {"algorithm": 2, "api": [], "content": 0, "document": [], "dyson": 0, "dyson_equ": [1, 2, 3, 4, 5, 6, 7], "equal": 0, "exampl": [0, 1, 4], "indic": [], "instal": 0, "modul": [2, 3, 4, 5, 6], "packag": 1, "plot": 5, "refer": 1, "submodul": 1, "tabl": [], "valid": 6}}) \ No newline at end of file +Search.setIndex({"alltitles": {"Contents": [[0, "contents"]], "Dyson Equalizer": [[0, null]], "Example": [[0, "example"]], "Examples": [[1, "examples"]], "Installation": [[0, "installation"]], "References": [[1, "references"]], "Submodules": [[1, "submodules"]], "dyson_equalizer": [[7, null]], "dyson_equalizer package": [[1, null]], "dyson_equalizer.algorithm module": [[2, null]], "dyson_equalizer.dyson_equalizer module": [[3, null]], "dyson_equalizer.examples module": [[4, null]], "dyson_equalizer.plots module": [[5, null]], "dyson_equalizer.validation module": [[6, null]]}, "docnames": ["index", "reference/dyson_equalizer", "reference/dyson_equalizer.algorithm", "reference/dyson_equalizer.dyson_equalizer", "reference/dyson_equalizer.examples", "reference/dyson_equalizer.plots", "reference/dyson_equalizer.validation", "reference/modules"], "envversion": {"sphinx": 63, "sphinx.domains.c": 3, "sphinx.domains.changeset": 1, "sphinx.domains.citation": 1, "sphinx.domains.cpp": 9, "sphinx.domains.index": 1, "sphinx.domains.javascript": 3, "sphinx.domains.math": 2, "sphinx.domains.python": 4, "sphinx.domains.rst": 2, "sphinx.domains.std": 2, "sphinx.ext.intersphinx": 1}, "filenames": ["index.rst", "reference/dyson_equalizer.rst", "reference/dyson_equalizer.algorithm.rst", "reference/dyson_equalizer.dyson_equalizer.rst", "reference/dyson_equalizer.examples.rst", "reference/dyson_equalizer.plots.rst", "reference/dyson_equalizer.validation.rst", "reference/modules.rst"], "indexentries": {"dyson_equalizer": [[1, "module-dyson_equalizer", false]], "module": [[1, "module-dyson_equalizer", false]]}, "objects": {"": [[1, 0, 0, "-", "dyson_equalizer"]], "dyson_equalizer": [[2, 0, 0, "-", "algorithm"], [3, 0, 0, "-", "dyson_equalizer"], [4, 0, 0, "-", "examples"], [5, 0, 0, "-", "plots"], [6, 0, 0, "-", "validation"]], "dyson_equalizer.algorithm": [[2, 1, 1, "", "compute_low_rank_approximation_mp"], [2, 1, 1, "", "compute_scaling_factors"], [2, 1, 1, "", "marchenko_pastur"], [2, 1, 1, "", "scale_matrix"]], "dyson_equalizer.dyson_equalizer": [[3, 2, 1, "", "DysonEqualizer"]], "dyson_equalizer.dyson_equalizer.DysonEqualizer": [[3, 3, 1, "", "S"], [3, 3, 1, "", "S_hat"], [3, 3, 1, "", "X_bar"], [3, 3, 1, "", "Y"], [3, 3, 1, "", "Y_hat"], [3, 4, 1, "", "compute"], [3, 4, 1, "", "plot_mp_density_Y"], [3, 4, 1, "", "plot_mp_density_Y_hat"], [3, 4, 1, "", "plot_mp_eigenvalues_Y"], [3, 4, 1, "", "plot_mp_eigenvalues_Y_hat"], [3, 4, 1, "", "plot_mp_eigenvalues_and_densities"], [3, 3, 1, "", "r_hat"], [3, 3, 1, "", "x_hat"], [3, 3, 1, "", "y_hat"]], "dyson_equalizer.examples": [[4, 1, 1, "", "generate_X"], [4, 1, 1, "", "generate_Y_with_correlated_noise"]], "dyson_equalizer.plots": [[5, 1, 1, "", "plot_mp_density"], [5, 1, 1, "", "plot_mp_eigenvalues"]], "dyson_equalizer.validation": [[6, 1, 1, "", "validate_matrix"], [6, 1, 1, "", "validate_svd"]]}, "objnames": {"0": ["py", "module", "Python module"], "1": ["py", "function", "Python function"], "2": ["py", "class", "Python class"], "3": ["py", "attribute", "Python attribute"], "4": ["py", "method", "Python method"]}, "objtypes": {"0": "py:module", "1": "py:function", "2": "py:class", "3": "py:attribute", "4": "py:method"}, "terms": {"": [0, 1, 2, 3], "0": 5, "1": [0, 1, 2, 3, 5], "10": [1, 4], "100": [3, 5], "1000": [4, 5], "11263": [1, 2], "12": 3, "123": 4, "2": [2, 3], "2000": 4, "2306": [1, 2], "2_": 2, "2_k": 2, "3": 2, "8": 3, "A": [3, 5], "If": [3, 5, 6], "It": [0, 3], "The": [0, 1, 2, 3, 4, 5, 6], "Then": 2, "These": [3, 5], "To": 0, "_": [2, 3], "_i": 2, "ab": [1, 2], "abov": 2, "ad": 1, "adapt": [0, 1, 2], "after": 1, "algorithm": [1, 3, 5, 7], "all": [2, 3], "analysi": 2, "appli": [0, 1], "applic": 1, "approxim": [2, 3], "ar": [1, 2, 3, 5, 6], "arrai": [2, 3, 4, 5, 6], "array_lik": 6, "articl": 0, "arxiv": [1, 2], "associ": 3, "assum": [2, 3, 5], "attribut": [0, 3], "auxiliari": [1, 2], "avail": 0, "ax": [3, 5], "axi": [1, 3, 5], "b": [1, 2], "base": [2, 3], "befor": 1, "beta_": 2, "between": [2, 5], "bigger": [3, 5], "bool": [3, 5], "build": [1, 2], "call": 1, "can": [0, 2, 3], "case": 3, "check": 6, "class": [0, 1, 3], "code": [1, 5], "column": [0, 2, 3, 6], "com": 0, "compar": [3, 5], "compat": 6, "compon": 1, "comput": [0, 1, 2, 3, 6], "compute_low_rank_approximation_mp": [1, 2, 3, 7], "compute_scaling_factor": [1, 2, 3, 7], "consist": 1, "contain": [0, 3, 6], "converg": 2, "correctli": 1, "covari": [3, 5], "creat": [1, 3, 5], "d": 2, "data": [0, 1, 2, 3, 4, 6], "de": [0, 1], "default": [2, 3, 4, 5], "defin": 2, "densiti": [2, 3, 5], "deriv": 2, "describ": 0, "detail": [0, 2], "detect": [0, 1, 2], "develop": 0, "df_": 2, "dimens": [2, 4, 5, 6], "distribut": [1, 2, 3, 5], "document": 0, "dyson": [1, 2, 3, 6], "dyson_equ": 0, "dysonequ": [0, 1, 3, 7], "e": [2, 5, 6], "easili": 3, "edg": 1, "eig": 5, "eigeinvalu": 2, "eigenvalu": [1, 3, 5], "eigenvalues_to_show": [3, 5], "eigval": 5, "entri": [2, 3, 5], "equal": [1, 2, 3, 6], "equat": 2, "error": [0, 3], "estim": [0, 2, 3], "eta": 2, "exampl": [5, 7], "factor": [0, 2, 3, 6], "fals": [2, 3, 6], "figsiz": 3, "figur": [3, 5], "first": [1, 2], "float": [2, 5], "follow": [0, 1, 3, 5], "frac": 2, "from": [0, 1, 5], "full_matric": [2, 6], "function": [1, 2, 3, 5, 6], "g": [2, 5, 6], "gamma": [2, 5], "gaussian": 1, "gener": [4, 5], "generate_x": [1, 4, 7], "generate_y_with_correlated_nois": [0, 1, 4, 7], "git": 0, "github": 0, "given": 2, "ha": [0, 3], "hat": 2, "have": [3, 5], "heteroskedast": 1, "hire": [1, 5], "http": [0, 1, 2], "i": [0, 2, 3, 5, 6], "ik": 2, "implement": [0, 1, 2], "import": [0, 1, 5], "improv": 3, "index": 0, "initi": 1, "input": [3, 5, 6], "instanc": 3, "instead": 3, "int": [2, 3, 4, 5, 6], "io": 0, "iter": 3, "j": 2, "jk": 2, "k": 2, "keep": 2, "kluger": [1, 2], "klugerlab": 0, "label": 5, "landa": [1, 2], "larg": 1, "largest": 2, "le": 2, "left": [1, 2], "limit": 1, "linalg": [2, 5, 6], "log_eigenvalu": 3, "log_i": [3, 5], "logarithm": [3, 5], "low": [0, 1, 2, 3], "m": [2, 3, 4, 5, 6], "mai": [1, 2, 3], "main": 0, "marchenko": [1, 2, 3, 5], "marchenko_pastur": [1, 2, 5, 7], "match": 1, "mathbb": 2, "matplotlib": [1, 3, 5], "matrix": [0, 1, 2, 3, 4, 5, 6], "matrix_label": 5, "maximum": 2, "median": 2, "method": [0, 3], "modul": [0, 1, 7], "mp": 1, "much": [3, 5], "n": [2, 3, 4, 5, 6], "name": 5, "need": [1, 2], "new": [3, 5], "next": 1, "nois": [0, 1, 2, 3, 4, 5], "noise_dimens": 4, "non": 1, "none": [3, 5], "normal": [0, 1, 2, 3, 5], "note": 2, "np": [1, 5], "number": [2, 3, 4, 5, 6], "numpi": [1, 2, 3, 4, 5, 6], "object": [3, 5], "observ": 1, "onli": [3, 5, 6], "option": [1, 2, 3, 4, 5], "org": [1, 2], "origin": [0, 3], "packag": [0, 7], "page": 0, "paramet": [2, 3, 4, 5, 6], "particular": 2, "pastur": [1, 2, 3, 5], "pdf": [1, 5], "pi": 2, "pip": 0, "plot": [1, 3, 7], "plot_mp_dens": [1, 3, 5, 7], "plot_mp_density_i": [1, 3], "plot_mp_density_y_hat": [1, 3], "plot_mp_eigenvalu": [1, 3, 5, 7], "plot_mp_eigenvalues_and_dens": [1, 3], "plot_mp_eigenvalues_i": [1, 3], "plot_mp_eigenvalues_y_hat": [1, 3], "plt": [1, 3, 5], "pm": 2, "png": [1, 5], "princip": [0, 2, 3, 4], "provid": [1, 2, 3, 5, 6], "pyplot": 1, "python": 0, "r_hat": [0, 1, 2, 3], "rais": 6, "random": [2, 3, 4, 5], "rank": [0, 1, 2, 3], "ratio": [2, 5], "recoveri": [0, 1, 2], "refer": [2, 3, 7], "relat": [1, 2], "result": [0, 3], "return": [2, 3, 4, 6], "revers": 5, "right": [1, 2], "row": [0, 2, 3, 4, 6], "s_hat": [0, 1, 3], "scale": [2, 6], "scale_matrix": [1, 2, 7], "search": 0, "seed": 4, "self": 3, "set": [3, 5], "should": [3, 5], "show": [3, 5], "show_only_signific": [1, 3, 5], "sigma": 2, "sigma_k": 2, "signal": [0, 1, 2, 3, 4, 5], "signific": [2, 3, 5], "sinc": 1, "size": [3, 5], "small": [3, 5], "smallest": 2, "so": [0, 3], "solut": 2, "some": [3, 5], "sort": 5, "sourc": [1, 5], "special": [1, 2], "specifi": 1, "spectrum": 1, "sqrt": 2, "stabil": [0, 1, 2], "store": 3, "str": 5, "strong": [1, 4], "submodul": 7, "sum_": 2, "svd": [2, 6], "t": 5, "test": [0, 4], "th": 2, "than": [3, 5], "theoret": 1, "thi": [0, 2, 3, 5], "threshold": [2, 3, 5], "true": [3, 5], "truncat": 2, "tupl": [2, 3, 6], "u": 2, "upper": 1, "us": [1, 2, 3, 5, 6], "use_x_bar": 3, "v": 2, "valid": [1, 7], "validate_matrix": [1, 6, 7], "validate_svd": [1, 6, 7], "valu": [0, 2, 3, 4, 5], "valueerror": 6, "varianc": [0, 2, 3, 5], "vector": 2, "version": 0, "vert": 2, "vert_": 2, "wa": 1, "we": [1, 5], "weak": [1, 4], "weight": 2, "where": 2, "whether": [3, 5], "which": 1, "whose": [3, 5], "x": [1, 2, 5], "x_bar": [0, 1, 3], "x_hat": [0, 1, 2, 3], "y": [0, 1, 2, 3, 5, 6], "y_hat": [0, 1, 2, 3], "y_tr": 2, "zero": 6, "\u00b9": [1, 3, 5], "\u03b2": 1, "\u2099xx\u1d40": 5, "\u2099yy\u1d40": 3, "\u2099\u0177\u0177\u1d40": [1, 3]}, "titles": ["Dyson Equalizer", "dyson_equalizer package", "dyson_equalizer.algorithm module", "dyson_equalizer.dyson_equalizer module", "dyson_equalizer.examples module", "dyson_equalizer.plots module", "dyson_equalizer.validation module", "dyson_equalizer"], "titleterms": {"algorithm": 2, "content": 0, "dyson": 0, "dyson_equ": [1, 2, 3, 4, 5, 6, 7], "equal": 0, "exampl": [0, 1, 4], "instal": 0, "modul": [2, 3, 4, 5, 6], "packag": 1, "plot": 5, "refer": 1, "submodul": 1, "valid": 6}}) \ No newline at end of file