R help - Jan 2006 - White Noise

I'm wanting to create a series of near-identical matrices via the addition
of "white noise" to my starting matrix. Is there a function within R
which
will allow me to do this?

Thank you

Laura Quinn
Institute of Atmospheric Science
School of Earth and Environment
University of Leeds
Leeds
LS2 9JT

tel: +44 113 343 1596
fax: +44 113 343 6716
mail: laura at env.leeds.ac.uk

Is this what you want by adding a random number to the values?
> x <- matrix(1:9, ncol=3)
> x
     [,1] [,2] [,3]
[1,]    1    4    7
[2,]    2    5    8
[3,]    3    6    9
> x + runif(9, -.1, .1)
          [,1]     [,2]     [,3]
[1,] 0.9577315 3.927673 6.953332
[2,] 2.0530684 5.072495 8.076258
[3,] 2.9885848 5.987975 8.936416
>


On 1/22/06, Laura Quinn <laura@env.leeds.ac.uk>
wrote:
>
> I'm wanting to create a series of near-identical matrices via the
addition
> of "white noise" to my starting matrix. Is there a function
within R which
> will allow me to do this?
>
> Thank you
>
> Laura Quinn
> Institute of Atmospheric Science
> School of Earth and Environment
> University of Leeds
> Leeds
> LS2 9JT
>
> tel: +44 113 343 1596
> fax: +44 113 343 6716
> mail: laura@env.leeds.ac.uk
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>


--
Jim Holtman
Cincinnati, OH
+1 513 247 0281

What the problem you are trying to solve?

	[[alternative HTML version deleted]]

On 22-Jan-06 Laura Quinn wrote:
> I'm wanting to create a series of near-identical matrices
> via the addition of "white noise" to my starting matrix.
> Is there a function within R which will allow me to do this?
> 
> Thank you
> 
> Laura Quinn
The short ansdwer is: Yes, just do it as you descibe!

For example:

  M<-matrix(c(2,4,6,1,3,5),nr=2)
  M
  #      [,1] [,2] [,3]
  # [1,]    2    6    3
  # [2,]    4    1    5

  M + 0.01*runif(6)
  #          [,1]     [,2]     [,3]
  # [1,] 2.009196 6.000863 3.009307
  # [2,] 4.000973 1.008916 5.006934

You have certainly added "white noise" since, considered
as a sequence, the elements of runif(6) are independent.

It gets more interesting, however, if you want the result
to be more constrained then you have stated in your query.

Ensuring that the expected result is equal to the starting
matrix, or that the added noise has a specified distribution
(e.g. gaussian) is easy: just change the "0.01*runif()".

But if you want to ensure that (e.g.) the elements of the
result are positive, or that the result (if square) is
positive definite, or is symmetric, or is a correlation
matrix, then some further thought would have to be given
to just how best to proceed. The resulting "tuned" procedure
would then be better wrapped in a function.

If you would, perhaps, state more fully what you want to
achieve it may be possible to suggest something.

I'm not, myself, aware of a function in R which is designed
to do this job under the sort of constraints above, or
others (and, if unconstrained, you hardly need a special
function for it).

Hoping this helps,
Ted.

--------------------------------------------------------------------
E-Mail: (Ted Harding) <Ted.Harding at nessie.mcc.ac.uk>
Fax-to-email: +44 (0)870 094 0861
Date: 22-Jan-06                                       Time: 16:54:15
------------------------------ XFMail ------------------------------

At 1:38 PM +0000 1/22/06, Laura Quinn wrote:
>I'm wanting to create a series of near-identical matrices via the
addition
>of "white noise" to my starting matrix. Is there a function within
R which
>will allow me to do this?
>
>Thank you
If the starting matrix is symmetric, see mvrnorm in the MASS package.



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