Displaying 5 results from an estimated 5 matches for "sigular".
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singular
2003 Feb 06
6
Confused by SVD and Eigenvector Decomposition in PCA
...ances among the data.
Assume the data matrix X is zero-meaned, and
I used the following procedures:
C = covriance(X) %% calculate the covariance matrix;
[EVector,EValues]=eig(C) %%
L = diag(EValues) %%L is a column vector with eigenvalues as the elements
percent = L(1)/sum(L);
Others argue using Sigular Value Decomposition(SVD) to
calculate the same quantity, as:
[U,S,V]=svd(X);
L = diag(S);
L = L.^2;
percent = L(1)/sum(L);
So which way is the correct method to calculate the percentage explained by
the first principal component?
Thanks for your advices on this.
Fred
2004 Mar 16
1
lme(nlme) error message
...writing to seek any help on "lme" error message. I am using lme to do Mixed-model linear regression. I use my simulated data. However, sometimes, I get the following error message, which I do not understand.
"Error in solve.default(pdMatrix(a, fact=TRUE)): system is computationally sigular"
I would appreciate any help about it.
Thanks a lot
Jingyuan Fu
Drs, Groningen Bioinformatics Center
the Netherlands
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2008 Feb 23
1
Error in ma.svd(X, 0, 0) : 0 extent dimensions
Hi,
I run a maanova analysis and found this message error:
Error in ma.svd(X, 0, 0) : 0 extent dimensions
I did a google search and found this:
\item ma.svd: function to compute the sigular-value decomposition
of a rectangular matrix by using LAPACK routines DEGSVD AND ZGESVD.
\item fdr: function to calculate the adjusted P values for FDR control.
I did a search for LAPACK and not found a package.
Could you help me on how I could solve this problem?
I am try to do this:
l...
2004 Aug 19
7
A question about external time-dependent covariates in co x model
...del using:
fit<-coxph(Surv(start, end, status)~cov);
When I fit the model to my data set (Which has 89 observations and 81
distinct time points, sort of large.), I always got a message that
"Process R segmentation fault (core dumped)". Would you let me know if it
is due to the matrix sigularity in the computation of the partial
likelihood or something else? And how should I fit a cox model with
external time-dependent covariates?
Thanks a lot for your time and help!
Sincerely,
Rui Song
______________________________________________
R-help at stat.math.ethz.ch mailing list
https://st...
2008 Mar 06
0
Help with colinearity problem in multiple linear regression
...a from the all the partitions, this is the key for
# the parallelism technique, I don't know how to do this step if
# I was somehow doing QR decomposition.
A = P1_A + P2_A # ... + P3_A ... + PN_A
b = P1_b + P2_b # ... + P3_b ... + PN_b
# calculate regression, this fails because of sigularity
solve(A) %*% b
# If I exclude the introduced column it works, but I'm not
# sure how this would be generalized.
solve(A[-5,-5]) %*% b[-5]
# Compare to lm()
lm(Murder~UrbanPop+Assault+Rape+Introduced, P)