search for: toeplitz

Dear All: I am trying to fit a special case of a 2-banded Toeplitz correlation structure. A 2-banded Toeplitz has ones on the diagonal, a correlation, RHO1, on the first off-diagonal, and a correlation, RHO2, on the second off-diagonal, with zeros on all subsequent off-diagonals. After reading relevant sections in Mixed-Effects Models in S and S-PLUS (Pinheiro &...

Dear All: I am trying to fit a special case of a 2-banded Toeplitz correlation structure. A 2-banded Toeplitz has ones on the diagonal, a correlation, RHO1, on the first off-diagonal, and a correlation, RHO2, on the second off-diagonal, with zeros on all subsequent off-diagonals. After reading relevant sections in Mixed-Effects Models in S and S-PLUS (Pinheiro &...

Full_Name: Hao Yu Version: 1.4.1 OS: Windws and Linux Submission from: (NULL) (129.100.45.161) Hi, Recently we did some benchmarks regarding matrix inverse operation and found some strange things. See the following results (the package Matrix is most updated). 1. load the function Toeplitz and library(Matrix) "Toeplitz" function(x) { matrix(x[1 + abs(outer(seq(along = x), seq(along = x), FUN = "-"))], byrow = T, ncol = length(x)) } 2. On a PIII 1.125GHz (256kb cache)desktop PC with win2k, the results are > system.time(solve(Toeplitz(.5^...

...tached row and obtained using the following commands indicates no imaginary parts for the eigenvectors. It appears that the real values are close, but not exactly so, and there is no imaginary part whatsoever. x<-scan("kinv.dat") #length(x) = 216 y<-x[c(109:216,1:108)] X<-toeplitz(y) eigen(X)$vectors Note that the eigenvectors are correct, and they are indeed real, because X is symmetric. Is this a bug in R? Any insight if not, please! Many thanks and best wishes! This is unrelated, but can the R-help archive maintainers please not put e-mail addresses in the archive? T...

hHllo, I'm looking for an algroithm to transform an existing toeplitz matrix (autocorrelation matrix) to the nearest positive semidefinite toeplitz matrix. I merely found an algorithm to transform an correlation matrix via the function nearcor() based on the algorithm of Higham. But as I examined, it destroys the toeplitz structure of my underlying matrix. Does...

Is there a function in r that let's you efficiently invert a positive definite symmetric Block Toeplitz matrix? My matrices are the covariance matrices of observations of a multivariate time series and can be 1000*1000 or larger. I know the package 'ltsa' which seems to use the Trench algorithm to compute the inverse of a Toeplitz matrix. I am looking for a so to say "multivariate&q...

Dear All: I am trying to fit a special case of a 2-banded Toeplitz correlation structure. A 2-banded Toeplitz has ones on the diagonal, a correlation, RHO1, on the first off-diagonal, and a correlation, RHO2, on the second off-diagonal, with zeros on all subsequent off-diagonals. After reading relevant sections in Mixed-Effects Models in S and S-PLUS (Pinheiro &...

...the package checking stage, an error occurs in parsing pd.solve.Rd. The full transcript of the outcome is copied below (it includes details on my installation) but the critical point is where the \examples{} section includes a %*%. The relevant portion of the source file is \examples{ x <- toeplitz(rev(1:4)) x.inv <- pd.solve(x) print(x.inv %*% x) logDet <- attr(x.inv, "log.det") print(abs(logDet - determinant(x, logarithm=TRUE)$modulus)) } which leads to the message ### ** Examples > > x <- toeplitz(rev(1:4)) > x.inv <- pd.solve(x) >...

Hi, I maintain a driver for a 10GbE nic which supports multiple hardware tx/rx rings. We can steer rx packets into rings using the "standard" NDIS6 Toeplitz hashing on TCP port numbers, IP addresses, etc. We can also steer packets based on MAC address. Would this NIC be considered to be capable of supporting crossbow? Also, can crossbow do things like steer outgoing packets to the correct ring (for serialization to prevent out-of-order packets) base...

...To: r-help at stat.math.ethz.ch > > OK, here we go: > > I am submitting two attachments. The first is the datafile called kinv used > to > create my circulant matrix, using the following commands: > > > x<-scan("kinv") > y<-x[c(109:1,0:108)] > X=toeplitz(y) > eigen(X) > write(X,ncol=216,file="test.dat") > > reports the following columns full of NaN's: 18, 58, 194, 200. (Note that > eigen(X,symmetric=T) makes no difference and I get the same as above). > > The second attachment contains only the eigenvectors obta...

...49725041955 III. Programmation ------------------ 225,000 Fibonacci numbers calculation (vector calc)_ (sec): 0.25 Creation of a 1500x1500 Hilbert matrix (matrix calc) (sec): 0.49333333333333 Grand common divisors of 35,000 pairs (recursion)___ (sec): 0.539999999999997 Creation of a 220x220 Toeplitz matrix (loops)_______ (sec): 0.896666666666666 Escoufier's method on a 22x22 matrix (mixed)________ (sec): 0.159999999999997 -------------------------------------------- Trimmed geom. mean (2 extremes eliminated): 0.405344927915484 Total time for all 15 t...

...oc mixed this would be done by specifying group= in the REPEATED statement. Is this simple to do in R? (I've tried form=~time|indv/sex for example but this doesn't seem to do the job). 2) I've read that other correlation structures can be specified. Does anyone have any examples of how toeplitz or (first-order) ante-dependence structures can be specified? Many thanks, Gareth

...ta,method="ML",random=~1|sampleunit) The data consist of repeated counts of birds in sample units across multiple years, and we have two questions: 1) Is it necessary (and, if so, how) to specify the repeated measure (years)? As written, the above code does not. 2) How can we specify a Toeplitz heterogeneous covariance structure for this model? We have searched the help file for lme, and the R-help archives, but cannot find any pertinent information. If that's not possible, can we adapt an existing covariance structure, and if so how? Thanks, Mark [[alternative HTML version deleted...

Hello all, i would like to calculate the difference of all row values and the others row values from my matrix (table 1). The output (table 2) would be a matrix with input matrix's row names on row names and colums names, thereby the difference values among two of the row names could be bether found. Could someone help me? Examples: Table 1: a 10 b

...stead of the full p PCs, say when p = 1000 and you know you only want 5 PCs. (https://stat.ethz.ch/pipermail/r-help/2016-March/437228.html As it was mentioned, we already have an optional 'tol' argument which allows *not* to choose all PCs. When I do that, say C <- chol(S <- toeplitz(.9 ^ (0:31))) # Cov.matrix and its root all.equal(S, crossprod(C)) set.seed(17) X <- matrix(rnorm(32000), 1000, 32) Z <- X %*% C ## ==> cov(Z) ~= C'C = S all.equal(cov(Z), S, tol = 0.08) pZ <- prcomp(Z, tol = 0.1) summary(pZ) # only ~14 PCs (out...

...est Runs Test sales Sales Data with Leading Indicator. spectrum Spectrum Estimation sunspot Yearly Sunspot Data, 1700-1988. Monthly Sunspot Data, 1749-1997. surrogate Generate Surrogate Data toeplitz Form Symmetric Toeplitz Matrix treering Yearly Treering Data, -6000-1979. tsparam Time Series Paramater Object and should be more or less well documented. The library is a port of a part of my octave time series library, and, at the moment it does n...

...est Runs Test sales Sales Data with Leading Indicator. spectrum Spectrum Estimation sunspot Yearly Sunspot Data, 1700-1988. Monthly Sunspot Data, 1749-1997. surrogate Generate Surrogate Data toeplitz Form Symmetric Toeplitz Matrix treering Yearly Treering Data, -6000-1979. tsparam Time Series Paramater Object and should be more or less well documented. The library is a port of a part of my octave time series library, and, at the moment it does n...

Hi, Sorry if this is a repost. I searched but found no results. I am wondering if it is an easy way to construct the following matrix: r 1 0 0 0 r^2 r 1 0 0 r^3 r^2 r 1 0 r^4 r^3 r^2 r 1 where r could be any number. Thanks. Wen [[alternative HTML version deleted]]

...the backend it uses. R does not attempt 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 any...

...urce code (<src>/src/library/stats/R), the file ar.R contains the ar.yw.default function implements the function. For univariate case (line 130), r_eureka function is used, which seems to be implemented in the eureka.f function. subroutine eureka (lr,r,g,f,var,a) c c solves Toeplitz matrix equation toep(r)f=g(1+.) c by Levinson's algorithm c a is a workspace of size lr, the number c of equations c is supposed to implement the Yule-Walker equations... Any help is welcome. Just to be sure, I can do something I try to reconcile the ordinary least square me...