Percentile of the Marcenko-Pastur Distribution

This function calculates a specified percentile of the Marcenko-Pastur distribution, which is used in random matrix theory to model the distribution of singular values of large random matrices. It adjusts the percentile calculation based on the shape parameter `beta`.

Usage

PercentileMarcenkoPastur(beta, perc)

Arguments

beta

A numeric value representing the shape parameter of the Marcenko-Pastur distribution. It should be between 0 and 1.

perc

A numeric value between 0 and 1, representing the desired percentile of the Marcenko-Pastur distribution.

Value

A numeric value representing the calculated percentile of the Marcenko-Pastur distribution.