search for: gsorth

Hi: Does R have a function as gsorth is SAS, that perform a the Gram-Schmidt orthonormal factorization of the m ?n matrix A, where m is greater than or equal to n? That is, the GSORTH subroutine in SAS computes the column-orthonormal m ?n matrix P and the upper triangular n ?n matrix T such that A = P*T. or any other version of Gram-...

Suppose one wanted to consider random variables X_1,...X_n and from each subtract off the piece which is correlated with the previous variables in the list. i.e. make new variables Z_i so that Z_1=X_1 and Z_i=X_i-cov(X_i,Z_1)Z_1/var(Z_1)-...- cov(X_i,Z__{i-1})Z__{i-1}/var(Z_{i-1}) I have code to do this but I keep getting a "non-conformable array" error in the line with the covariance.

...ge is that (with car 2), heplots now handles repeated measures designs and doubly multivariate designs within the multivariate linear model approach. A vignette on this has been written, but is not yet included in the package. New since the last CRAN version: Version 0.9-3 (2010-07-27) o Added gsorth() for Gram-Schmidt orthogonalization of a matrix or data frame, preserving column means and standard deviations o Avoid Deprecated warnings (linear.hypothesis) with car2 o Fixed documentation warnings with car2 (linear.hypothesis, data.ellipse) Version 0.9-2 (2010-02-12) o Added demo/Big...