It would probably be helpful to have static methods on Eigenvalues for extracting eigenvalues from large matrices, e.g. an Eigenvalues.from_time_series() method, or an Eigenvalues.from_large() method. Such methods could save useful information (e.g. time series length for use in Marcenko-Pastur trimming), provide options for interpolation / reduction of large matrices, methods for detecting whether the provided data will result in MemoryErrors when running empyricalRMT functions, and potentially allow for working with large matrices via memory maps (or other methods).
It would probably be helpful to have static methods on
Eigenvaluesfor extracting eigenvalues from large matrices, e.g. anEigenvalues.from_time_series()method, or anEigenvalues.from_large()method. Such methods could save useful information (e.g. time series length for use in Marcenko-Pastur trimming), provide options for interpolation / reduction of large matrices, methods for detecting whether the provided data will result inMemoryErrors when running empyricalRMT functions, and potentially allow for working with large matrices via memory maps (or other methods).