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2007 Nov 15
1
Nested SEXP functions
...P functions I get inconsistent results. Here is what I am essentially trying to accomplish when looking at the Gaussian kernel: l(beta) = (y-X*beta)^T V^{-1} (y-X*beta) Now in order to accomplish this, I wrote various linear algebra subroutines to handle the R objects, we'll call this: SEXP XtimesY(SEXP X,SEXP Y); // X*Y SEXP XminusY(SEXP X,SEXP Y); // X-Y SEXP tX(SEXP X); // X^T SEXP mycholinv(SEXP V); // Use cholesky decomposition for inverse Now, what I'm noticing is that if I call each routine individually such as: pt1=XtimesY(X,beta); // X*beta pt2=Xminus(Y,pt1); // Y-X*beta pt3=tX...