search for: sigular

Displaying 5 results from an estimated 5 matches for "sigular".

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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 [[alternative HTML version deleted]]
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)