search for: expm

Martyn, No, that didn't work. One other thing in the mix (which I don't think is the issue) is that I call one of the C-entry points of expm. So the DESCRIPTION file imports expm, the NAMESPACE file imports expm, and the init.c file is #include "R.h" #include "R_ext/Rdynload.h" /* Interface to expm package. */ typedef enum {Ward_2, Ward_1, Ward_buggy_octave} precond_type; void (*expm)(double *x, int n, double *z,...

This message is about a curious difference in timing between two ways of computing the same function. One uses expm, so is expected to be a bit slower, but "a bit" turned out to be a factor of >1000. The code is below. We would be grateful if anyone can point out any egregious bad practice in our code, or enlighten us on why one approach is so much slower than the other. The problem arose in an acti...

Hi Could anybody give me a bit of advice on some code I'm having trouble with? I've been trying to calculate the loglikelihood of a function iterated over a data of time values and I seem to be experiencing difficulty when I use the function expm(). Here's an example of what I am trying to do y<-c(5,10) #vector of 2 survival times p<-Matrix(c(1,0),1,2) #1x2 matrix Q<-Matrix(c(1,2,3,4),2,2) #2x2 matrix q<-Matrix(c(1,2),2,1) #2x1 matrix Loglik<-rep(0,length(y)) #creating empty vector of same length a...

...e/biostat2/therneau/Rlib So, per the manual R CMD check inherits the path. The question is why does it ignore it? Terry T. On 02/09/2017 02:54 AM, Martyn Plummer wrote: > On Wed, 2017-02-08 at 15:51 -0600, Therneau, Terry M., Ph.D. wrote: >> I have a local library which depends on the expm library. The expm library is loaded into >> my personal space and I have the environment variable R_LIBS_USER set appropriately. The >> command "library(expm)" works just fine from the command line, and in fact the package >> works if I do the source() and dyn.load() c...

...rneau, Terry M , Ph D <therneau at mayo.edu> >>>>> on Thu, 9 Feb 2017 12:56:17 -0600 writes: > Martyn, > No, that didn't work. > One other thing in the mix (which I don't think is the issue) is that I call one of the > C-entry points of expm. So the DESCRIPTION file imports expm, the NAMESPACE file imports > expm, and the init.c file is > #include "R.h" > #include "R_ext/Rdynload.h" > /* Interface to expm package. */ > typedef enum {Ward_2, Ward_1, Ward_buggy_octave} precond_ty...

Can the expm function be used to calculate the exponential of a matrix where the matrix is multiplied by a vector in a data frame? For example for (i in 1:length(y)){ expmN<-expm(Q*y[i]) Q<-Matrix(c(1, 2, 3, 4), 2, 2) return(expmN) } Sorry I am new to R and I have been finding it d...

...ta[1] mu2<-theta[2] lambda1<-theta[3] p<-Matrix(c(1, 0), nrow=1, ncol=2) Q<-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2) q<-Matrix(c(mu1, mu2), nrow=2, ncol=1) for (i in 1:length(y)){ loglik<-log(p %*% expm(Q * y(i)) %*% q) return(loglik)} sumloglik<-sum(loglik) return(-sumloglik) } I have installed the Matrix package. y is a vector of 240 survival times. In the R console I typed > source("/private/var/automount/users/lhill07/Desktop/cox2.lik.R") > o...

I have a local library which depends on the expm library. The expm library is loaded into my personal space and I have the environment variable R_LIBS_USER set appropriately. The command "library(expm)" works just fine from the command line, and in fact the package works if I do the source() and dyn.load() commands by hand. The fo...

Suppose I have a square matrix P P <- matrix(c(.3,.7, .7, .3), ncol=2) I know that > P * P Returns the element by element product, whereas > P%*%P Returns the matrix product. Now, P^2 also returns the element by element product. But, is there a slick way to write P %*% P %*% P Obviously, P^3 does not return the result I expect. Thanks, Harold [[alternative HTML version

...dDef FortEntries[] = { {"halton", (DL_FUNC) &F77_NAME(HALTON), 7}, {"sobol", (DL_FUNC) &F77_NAME(SOBOL), 11}, {NULL, NULL, 0} }; But I got error messages when building : use of undeclared identifier ?SOBOL_?. I also tried in lower case sobol and halton. Looking at expm package https://r-forge.r-project.org/scm/viewvc.php/pkg/src/init.c?view=markup&revision=94&root=expm, I try static const R_FortranMethodDef FortEntries[] = { {"halton", (DL_FUNC) &F77_SUB(HALTON), 7}, {"sobol", (DL_FUNC) &F77_SUB(SOBOL), 11}, {NULL, NULL...

On Wed, 2017-02-08 at 15:51 -0600, Therneau, Terry M., Ph.D. wrote: > I have a local library which depends on the expm library.??The expm library is loaded into? > my personal space and I have the environment variable R_LIBS_USER set appropriately.??The? > command "library(expm)" works just fine from the command line, and in fact the package? > works if I do the source() and dyn.load() commands b...

...? $ export R_CHECK_ENVIRON= $ R CMD check hmm.gz Martyn > Terry T. > > > On 02/09/2017 02:54 AM, Martyn Plummer wrote: > > > > On Wed, 2017-02-08 at 15:51 -0600, Therneau, Terry M., Ph.D. wrote: > > > > > > I have a local library which depends on the expm library.??The expm library is loaded into > > > my personal space and I have the environment variable R_LIBS_USER set appropriately.??The > > > command "library(expm)" works just fine from the command line, and in fact the package > > > works if I do the source(...

...;>>>> Q<-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2) >>>>> >>>>> q<-Matrix(c(mu1, mu2), nrow=2, ncol=1) >>>>> >>>>> for (i in 1:length(y)){ >>>>> loglik<-log(p %*% expm(Q * y(i)) %*% q) >>>>> return(loglik)} >>>>> >>>>> sumloglik<-sum(loglik) >>>>> >>>>> return(-sumloglik) >>>>> } >> >> >> >> Hi Gad, >> >> Yes that...

Hi, Is there a function for raising a matrix to a power? For example if you like to compute A%*%A%*%A, is there an abbreviation similar to A^3? Atte Tenkanen > A=rbind(c(1,1),c(-1,-2)) > A [,1] [,2] [1,] 1 1 [2,] -1 -2 > A^3 [,1] [,2] [1,] 1 1 [2,] -1 -8 But: > A%*%A%*%A [,1] [,2] [1,] 1 2 [2,] -2 -5

I use the very nice expm functions available from the expm and Matrix packages. My understanding is that for large sparse matrices the currently best methods available are Krylov subspace methods, but they are as far as I can tell not implemented in either of the packages mentioned, nor in any other R package I have found....

Dear Davis, Thank you a lot for sharing this, and I am happy that I was not the only one who need to do it once to learn:) I proposed to add my repo to the manual. I think it makes sense to add both of ours, if possible, or we could merge them together and add that to the manual. Long-term URL stability is apparently an issue, but I think we may find a solution there. Anyway, thanks a lot for

...rray(0, c(d,n)) for(t in n:1){ a[,n-(t+1)] <- -phi_13/(n-(t+1))*log(2*phi_11*exp(phi_12*(n-(t+1))/2)/phi_14)-phi_23/(n-(t+1))*log(2*phi_21*exp(phi_22*(n-(t+1))/2)/phi_24) } b <- array(c(1,0,0,1,0), c(d,m,n)) j <- -array(c(K_1, 0, 0, K_2), c(2,2))*h explh <- expm(j) Tt <- array(explh, c(m,m,n)) #array giving the factor of the transition equation Zt <- b #array giving the factor of the measurement equation ct <- a #matrix giving the intercept of the measurement equation dt <- (diag(m)-expm(-array(c(K_1, 0, 0, K_2), c(2,2))*h))*the...

...eigen >>> decomposition but i did no get far. >>> >>> Any clue on how to do it?! >> >> >> If you want to take the square root of a negative definite matrix, you >> could use >> >> sqrtm( neg.def.mat ) >> >> from the expm package on rforge: >> >> http://r-forge.r-project.org/projects/expm/ > >But that matrix is not negative definite! It has 2 positive and one >negative eigenvalue. It is non-positive definite. > >It is fairly easy in any case to get a matrix square root from the eigen...

...lowed early by the CRAN packages > > zoo <-> xts > > upon which I built > > xts <-> RcppXts > > with a write-up (from 2013 !!) here: > https://gallery.rcpp.org/articles/accessing-xts-api/ > > Via private mail, I helped then-maintainer Vincent connect expm: > > expm <-> Matrix > > and built two packages on CRAN _for the very purpose of exporting API > functions to be called_ (which in both cases are from base R as R Core is > very careful not get tied into exporting APIs, which is both understandable > and a source of add...

Hi, I have a transition matrix T for which I want to find the steady state matrix for. This could be approximated by taking T^n , for large n. T= [ 0.8797 0.0382 0.0527 0.0008 0.0212 0.8002 0.0041 0.0143 0.0981 0.0273 0.8802 0.0527 0.0010 0.1343 0.0630 0.9322] According to a text book I have T^200 should have reached the steady state L L