search for: cov

Hello, I have a vector {a, b1, b2, b3, b4}. How can I calculate the following matrix: var(a) cov(a, b1) cov(a, b2) cov(a, b3) cov(a, b4) cov(a, b1) var(b1) cov(a, b2) cov(a, b3) cov(a, b4) ... ... cov(a, b1) cov(a, b2) cov(a, b3) cov(a, b4) var(b4) I would very appreciate your inputs. Thank you very much. Sincerely, Jialin Huang [[alternative HTML version deleted]]

...umllvm/build/test$ make Making LLVM 'lit.site.cfg' file... Making LLVM unittest 'lit.site.cfg' file... ( ulimit -t 600 ; ulimit -d 512000 ; ulimit -m 512000 ; ulimit -s 8192 ; \ /usr/bin/python /home/rkotler/workspace/llvm/utils/lit/lit.py -s -v . ) XPASS: LLVM :: tools/llvm-cov/llvm-cov.test (8916 of 9784) ******************** TEST 'LLVM :: tools/llvm-cov/llvm-cov.test' FAILED ******************** Script: -- rm -rf /home/rkotler/caviumllvm/build/test/tools/llvm-cov/Output/llvm-cov.test.tmp mkdir /home/rkotler/caviumllvm/build/test/tools/llvm-cov/Output/llvm-cov...

...a long break and have been amazed at how much it has grown, and how active the list is! Thank you so much to all those who contribute to this amazing project. My question: I am trying to calculate Mahalanobis distances for a matrix called "fgmatrix" >dim(fgmatrix) [1] 76 15 >fg.cov <- cov.wt(fgmatrix) >mahalanobis(fgmatrix, center = fg.cov$center, cov = fg.cov$cov) Then I get an error message "Covariance matrix is apparently singular" What does this mean? I can't see anything strange about the covariance matrix, and am not getting anywhere with the help...

Dear Mr. Therneau, Mr. Fox, or to whoever, who has some time... I don't find a solution to use the "survfit" function (package: survival) for a defined pattern of covariates with a Cox-Model including a time dependent interaction term. Somehow the definition of my "newdata" argument seems to be erroneous. I already googled the problem, found many persons having the same or a similar problem, but still no solution. I want to stress that my time-depen...

Hi, I have the following problem: I have a data.frame with 36 sample sites (colums) for which I have covariates in 3 categories: Area, Month and River. Each Area consists of 3 rivers, which were sampled over 3 month. Now I want to fuse River 1-3 for one area in one month. To get a data.frame with 12 colums. I am trying to do a "for loop" (which may be a complicated solution, but I don't...

...rvival-splitting business, as I do, this 'survcut' function below > might be helpful. > It is not an elegant nor efficient function but it works, at least for > some examples below. > Ditto the following, for the case where there are multiple time-varying (irreversible) binary covariates, here slicing as coarsely as possible. # # Create dataset for survival analysis with time-dependent covariate # Gill-Anderson model # x <- data.frame(onset=c(46, 32, 53, 76, 64, 43), case=c(1,1,1,0,0,0), ooph=c(NA, 30, 38, 50, NA, NA), ocp=...

Dear all I am trying to use the cov function in the stats library. I have no problem using this function from the console. However, in my R script I received a "function not found" message. Then I called stats::cov(...) and received an error message that the function was not exported. Then I tried stats:::cov (three colons)...

Hi all, I want to get results for cox proportional hazards on SNP data. I'm trying to get HRs, CI's, & p-values for each individual SNP - this is represented by cov[,i]. When I run my code, I get the following error: subscript out of bounds. I don't know why I am getting this error. I have looked through the R logs, but nothing that has been previously suggested has helped so far. What am I doing wrong? DS3 = time variable, S3 = censor/event variable, co...

...IN. proc nlin data=apples outest=a; parms b=4 d=.04 t=180; model Y = b/(1+exp(-d*(X-t))); output out=b p=yhat r=yresid ; run; proc print data=a; run; A summary of the outputs: - Same coefficients (this is a good thing) - Same standard errors of the coefficients (also good) - Different covariance matrices (WHY?) I convert the cov.unscaled from R's NLS to a correlation and compare it to SAS's correlation. They are identical; e.g., cov2cor(summary.nls.L$cov.unscaled) I have even written a function to convert an NLS object into a "cov.scaled" element that is equival...

Hi, Excuse me for asking this silly question. But I really couldn't understand why cov() and ccov() don't work for my calculation of covariance matrix. a <- matrix(1:8, 2, 4) a [,1] [,2] [,3] [,4] [1,] 1 3 5 7 [2,] 2 4 6 8 > ccov(a) Error in solve.default(cov, ...) : Lapack routine dgesv: system is exactly singular I also tried colume bind, b...

Dear list, what is the fastest way to compute a multivariate mean and cov-matrix? I presume that the mean is computed in cov, so it may be a waste of time to compute the mean first and then a second time inside of cov. Is it faster to use cov.wt, which gives cov-matrix and center? And: If mean and cov should be computed on a part of the data, is it faster to use cov.wt...

dear list I am student M.S. statistics in department statistics . I am working in the function "nls" in the [R 2.3.1] with 246 data and want to fit the "exp" model to vectors( v and u ) but I have a problem to use it u 5.000000e-13 2.179057e+03 6.537171e+03 1.089529e+04 1.525340e+04 1.961151e+04 2.396963e+04 2.832774e+04 3.268586e+04 3.704397e+04 4.140209e+04

Hi all, Why cov(y, y) only gives one value, and cov(t(y), t(y)) gives 3x3 NA matrix? Here my y is listed below and it is a 3x1 matrix. I am expecting that if I have a random vector y=[y1 y2 y3]', here " ' " denotes a transposition so that y is a column vector, where y1, y2, y3 are independent...

...ed=2 the problem is gone. > Looks like one of the binaries got simply unlucky with a particular seed. > You can observe it like this: > for S in 1 2 3 4 5 6; do ./target-asan-8bit-prune-build/fuzzer -seed=$S -runs=10000000 2>&1 | grep DONE & done > #10000000 DONE cov: 60 bits: 91 indir: 1 units: 59 exec/s: 625000 > #10000000 DONE cov: 60 bits: 91 indir: 1 units: 57 exec/s: 588235 > #10000000 DONE cov: 253 bits: 901 indir: 12 units: 467 exec/s: 526315 > #10000000 DONE cov: 63 bits: 95 indir: 1 units: 64 exec/s: 476190 > #10000...

There appears to be a problem with name matching in list assignment: Version 0.63.0 (November 14, 1998) ... > r <- list() > r$forecast.cov.trend <- 1:12 > r$forecast.cov.zero <- 1:12 > r$forecast.cov <- 1:2 > length(r$forecast.cov) [1] 0 #should be 2 > But note that this works correctly: > r <- list() > r$forecast.cov.trend <- 1:12 > r$forecast.cov <- 1:2 >...

Hi all, I'm trying to support llvm-cov for a new architecture and I have successfully built compiler-rt for my arch. Following steps shown in https://clang.llvm.org/docs/SourceBasedCodeCoverage.html , I encountered an error for the last step(step of llvm-cov show). The command line was (supposed my arch is XXXX) "llvm-cov show -a...

.... Or does anyone have a good example they can send me? Thanks so much for any hints and suggestions, Roger. library(quadprog, lib.loc="C:\\Program Files\\R\\tools") library(MASS, lib.loc="C:\\Program Files\\R\\tools") n<-100 m<-200 rho<-0.7 sigma<-0.2 mu<-0.1 Cov <- matrix(rho*sigma*sigma, ncol=n, nrow=n) diag(Cov) <- rep(sigma*sigma, n) S <- 1+matrix(mvrnorm(m, rep(mu, n), Sigma=Cov), ncol=n) #The problem is formulated as minimize t(b) Cov b #subject to cLo <= A <= cUp #and bLo=0 <= w <= 1=bUp Cov <- var(S) mu <- apply(S, 2, me...

OK. Thanks to all. Suppose I have two vectors, x and y. Is there a way to do the covariance matrix with ?apply?. The matrix I need really contains the deviation products divided by the degrees of freedom (n-1). That is, the elements (1,1), (1,2),...,(1,n) (2,1), (2,2),...., (2,n) .... (n,1),(n,2),...,(n,n). > Hello, > > This doesn't make sense, if you have only...

Hi vedant, The program didn't pass the checking "OF->getArch() != Triple(Arch).getArch()" loadBinaryFormat in CoverageMappingReader.cpp and returned an error. It's because "OF->getArch()" returned null and "Triple(Arch).getArch()" returned XXXX(name of my arch). The returned value of " OF->getArch()" is decided by " EF.getHeader()->e_machine" but I found...

...plete.obs") Error in var(rep(NA, 3), na.rm = T, use = "complete.obs") : no complete element pairs Is this change intentional? Also, what is causing it? Looking, I see no changes in var() at all, so the new behavior must be due to a change in what this call does: .Internal(cov(x, y, na.method, FALSE)) The R 2.7.2 cov() also has this weird line: else if (na.method != 3L) { Note the "L" in the "3L". A typo? The older 2.6.1 cov() just has "3" on that line, no "L". Interactively redefining cov() to remove the "L" mak...