Displaying 11 results from an estimated 11 matches for "rwishart".
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2023 Oct 24
1
About FlexiBLAS in the R-admin docs
...mpt to
check that optimized LAPACK functions from the backend really end up
called via flexiblas, and I don't think it could be realistically checked.
But I've checked one case manually in Fedora 38 using Linux perf tool.
The following code:
S <- toeplitz((10:1)/10)
repeat { R <- rWishart(10, 20, S) }
uses dpotrf from LAPACK, which is optimized in OpenBLAS and ATLAS and
the corresponding optimized implementations really appeared on the
sampling profile for me from the backend libraries.
The comment from R Admin has been removed now and if anyone runs into
the problem (that an o...
2015 Oct 24
0
Building R for AIX in 32-bit mode - as preparation for building in 64-bit mode (changed subject!) - INFO/FEEDBACK - do not read as a bug report!
...gcc -Wl,-bnoquiet -std=gnu99 -shared -Wl,-brtl -Wl,-G -Wl,-bexpall
-Wl,-bnoentry -o stats.so init.o kmeans.o ansari.o bandwidth
s.o chisqsim.o d2x2xk.o fexact.o kendall.o ks.o line.o smooth.o prho.o
swilk.o ksmooth.o loessc.o monoSpl.o isoreg.o Srunmed.o d
blcen.o distance.o hclust-utils.o nls.o rWishart.o HoltWinters.o
PPsum.o arima.o burg.o filter.o mAR.o pacf.o starma.o port.o fa
mily.o sbart.o approx.o loglin.o lowess.o massdist.o splines.o lm.o
complete_cases.o cov.o deriv.o fft.o fourier.o model.o optim
.o optimize.o integrate.o random.o distn.o zeroin.o rcont.o
influence.o bsplvd.o bvalue.o...
2015 Oct 18
2
Building R for AIX in 32-bit mode - as preparation for building in 64-bit mode (changed subject!) - INFO/FEEDBACK - do not read as a bug report!
On 2015-10-15 15:02, Prof Brian Ripley wrote:
> On 15/10/2015 13:32, Michael Felt wrote:
>> Hi.
>>
>> Just wanted to let you know I am getting close to packaging R for AIX in
rephrase - would like to be active in keeping R binaries current for
AIX. My interest in not in R per se (rather a colleague who has a
project that uses R, so I hope to assist him, and others like him).
2011 Aug 05
1
Simulacion matrices de varianza-covarianza
Hola!
Para simular matrices de datos normales multivariados con la sentencia
rmvnorm (dentro del paquete mvtnorm) se necesita, entre otras cosas, el
número de vectores a simular, el vector de parámetros-medias correspondiente
a cada variable y su respectiva matriz de Varianza-Covarianza. En este
último punto, tengo problemas.
En lugar de ingresar una matriz sigma creada por mi, necesito simular
2013 May 19
1
Generate positive definite matrix with constraints
Hi, I have a question for my simulation problem:
I would like to generate a positive (or semi def positive) covariance
matrix, non singular, in wich the spectral decomposition returns me the same
values for all dimensions but differs only in eigenvectors.
Ex.
sigma
[,1] [,2]
[1,] 5.05 4.95
[2,] 4.95 5.05
> eigen(sigma)
$values
[1] 10.0 0.1
$vectors
[,1]
2023 Oct 11
2
About FlexiBLAS in the R-admin docs
I agree that the "R Installation and Administration" guide statement about FlexiBLAS needs an update. Standard R in CentOS Stream 9, which is now downstream from Fedora, gives the following result for Matrix products in sessionInfo():
> sessionInfo()
R version 4.3.1 (2023-06-16)
Platform: x86_64-redhat-linux-gnu (64-bit)
Running under: CentOS Stream 9
Matrix products: default
2012 Mar 30
0
R 2.15.0 is released
...e code as the base one
but with a different environment. (An example is Matrix::det().)
o When deparsing very large language objects, as.character() now
inserts newlines after each line of approximately 500 bytes,
rather than truncating to the first line.
o New function rWishart() generates Wishart-distributed random
matrices.
o Packages may now specify actions to be taken when the package is
loaded (setLoadActions()).
o options(max.print = Inf) and similar now give an error (instead
of warnings later).
o The "difftime" replacemen...
2012 Mar 30
0
R 2.15.0 is released
...e code as the base one
but with a different environment. (An example is Matrix::det().)
o When deparsing very large language objects, as.character() now
inserts newlines after each line of approximately 500 bytes,
rather than truncating to the first line.
o New function rWishart() generates Wishart-distributed random
matrices.
o Packages may now specify actions to be taken when the package is
loaded (setLoadActions()).
o options(max.print = Inf) and similar now give an error (instead
of warnings later).
o The "difftime" replacemen...
2012 Oct 26
4
R 2.15.2 is released
...ave spurious warning about singular error
model in the multiresponse case.
o In ns() and bs(), specifying knots = NULL is now equivalent to
omitting it, also when df is specified. (PR#14970)
o sprintf() did not accept numbered arguments ending in zero.
(PR#14975)
o rWishart() could overflow the C stack and maybe crash the R
process for dimensions of several hundreds or more. (Reported by
Michael Braun on R-sig-mac.)
o Base package vignettes (e.g. vignette("Sweave")) were not fully
installed in builds of R from the tarball.
o lcho...
2012 Oct 26
4
R 2.15.2 is released
...ave spurious warning about singular error
model in the multiresponse case.
o In ns() and bs(), specifying knots = NULL is now equivalent to
omitting it, also when df is specified. (PR#14970)
o sprintf() did not accept numbered arguments ending in zero.
(PR#14975)
o rWishart() could overflow the C stack and maybe crash the R
process for dimensions of several hundreds or more. (Reported by
Michael Braun on R-sig-mac.)
o Base package vignettes (e.g. vignette("Sweave")) were not fully
installed in builds of R from the tarball.
o lcho...
2012 Oct 26
4
R 2.15.2 is released
...ave spurious warning about singular error
model in the multiresponse case.
o In ns() and bs(), specifying knots = NULL is now equivalent to
omitting it, also when df is specified. (PR#14970)
o sprintf() did not accept numbered arguments ending in zero.
(PR#14975)
o rWishart() could overflow the C stack and maybe crash the R
process for dimensions of several hundreds or more. (Reported by
Michael Braun on R-sig-mac.)
o Base package vignettes (e.g. vignette("Sweave")) were not fully
installed in builds of R from the tarball.
o lcho...