similar to: Krylov subspace computations of matrix exponentials

Can the expm function be used to calculate the exponential of a matrix where the matrix is multiplied by a vector in a data frame? For example for (i in 1:length(y)){ expmN<-expm(Q*y[i]) Q<-Matrix(c(1, 2, 3, 4), 2, 2) return(expmN) } Sorry I am new to R and I have been finding it difficult to get information on calculating Matrix exponentials in R. Many thanks in

Martyn, No, that didn't work. One other thing in the mix (which I don't think is the issue) is that I call one of the C-entry points of expm. So the DESCRIPTION file imports expm, the NAMESPACE file imports expm, and the init.c file is #include "R.h" #include "R_ext/Rdynload.h" /* Interface to expm package. */ typedef enum {Ward_2, Ward_1, Ward_buggy_octave}

This message is about a curious difference in timing between two ways of computing the same function. One uses expm, so is expected to be a bit slower, but "a bit" turned out to be a factor of >1000. The code is below. We would be grateful if anyone can point out any egregious bad practice in our code, or enlighten us on why one approach is so much slower than the other. The problem

Hi, My name is Laura. I'm a PhD student at Queen's University Belfast and have just started learning R. I was wondering if somebody could help me to see where I am going wrong in my code for estimating the parameters [mu1, mu2, lambda1] of a 2-phase Coxian Distribution. cox2.lik<-function(theta, y){ mu1<-theta[1] mu2<-theta[2] lambda1<-theta[3]

Martin, I am aware of --vanilla; I use it myself for some testing. In this case R_LIBS_USER was set externally (part of my login) and does not involve any of the R scripts. That means it is inherited by any subprocess. For example: tmt1495% R --vanilla --no-environ R version 3.3.1 (2016-06-21) -- "Bug in Your Hair" Copyright (C) 2016 The R Foundation for Statistical Computing

I have a local library which depends on the expm library. The expm library is loaded into my personal space and I have the environment variable R_LIBS_USER set appropriately. The command "library(expm)" works just fine from the command line, and in fact the package works if I do the source() and dyn.load() commands by hand. The following sequence works: tmt% R CMD build

Hi Could anybody give me a bit of advice on some code I'm having trouble with? I've been trying to calculate the loglikelihood of a function iterated over a data of time values and I seem to be experiencing difficulty when I use the function expm(). Here's an example of what I am trying to do y<-c(5,10) #vector of 2 survival times p<-Matrix(c(1,0),1,2) #1x2 matrix

Dear list, I?m trying to register Fortran routines in randtoolbox (in srt/init.c file), see https://r-forge.r-project.org/scm/viewvc.php/pkg/randtoolbox/src/init.c?view=markup&root=rmetrics. Reading https://cran.r-project.org/doc/manuals/r-release/R-exts.html#Registering-native-routines and looking at what is done in stats package, I first thought that the following code will do the job:

It works! But Once I have the square root of this matrix, how do I convert it to a real (not imaginary) matrix which has the same property? Is that possible? Best, Simon >----Messaggio originale---- >Da: p.dalgaard at biostat.ku.dk >Data: 21-nov-2009 18.56 >A: "Charles C. Berry"<cberry at tajo.ucsd.edu> >Cc: "simona.racioppi at

Dear R users, When running the program below I receive the following error message: fit <- optim(parm, objective, yt = tyield, hessian = TRUE) Error in as.vector(data) : no method for coercing this S4 class to a vector I can't figure out what the problem is exactly. I imagine that it has something to do with "tyield" being a matrix. Any help on explaining what's going on

Suppose I have a square matrix P P <- matrix(c(.3,.7, .7, .3), ncol=2) I know that > P * P Returns the element by element product, whereas > P%*%P Returns the matrix product. Now, P^2 also returns the element by element product. But, is there a slick way to write P %*% P %*% P Obviously, P^3 does not return the result I expect. Thanks, Harold [[alternative HTML version

Dear Davis and Dirk, Thank you very much for the suggestions, which are very valuable and helpful. I will add references to prior examples, document my project with the clear step-by-step-style document of Davis's project, and come back again to the mailing list. Best wishes, David On Fri, Apr 17, 2020 at 3:40 PM Dirk Eddelbuettel <edd at debian.org> wrote: > > Jitao, >

I have a question regarding the most efficient way to select a substring of a vector: I have a vector of value v, and I want to select a subspace of this vector called w such that: w=v[1:n] where sum(w) = x I am interested in what you thing would be the most efficient way to do this - I would like to avoid slowing down my simulations as much as possible. Thank you very much for any help that

Hi, R has been built against FlexiBLAS in rawhide [1, 2]. These are the R packages that need to be rebuilt: R-ape-0:5.4-2.fc33.x86_64 R-expm-0:0.999.4-7.fc33.x86_64 R-gee-0:4.13.20-4.fc33.x86_64 R-gss-0:2.2.2-3.fc33.x86_64 R-igraph-0:1.2.5-3.fc33.x86_64 R-msm-0:1.6.8-5.fc33.x86_64 R-preprocessCore-0:1.50.0-4.fc33.x86_64 R-qtl-0:1.46.2-4.fc33.x86_64 R-quadprog-0:1.5.8-5.fc33.x86_64 Could

Dear Peter, thank you very much for your answer. My problem is that I need to calculate the following quantity: solve(chol(A)%*%Y) Y is a 3*3 diagonal matrix and A is a 3*3 matrix. Unfortunately one eigenvalue of A is negative. I can anyway take the square root of A but when I multiply it by Y, the imaginary part of the square root of A is dropped, and I do not get the right answer. I tried

As of version 0.9.2 the program continuum has started, and not failed right at the beginning like it did in 0.9.1. Now, due to its anti cheating measures, it goes through many kernel32, ntdll, gdi32, advapi32, and comctl32 calls along with some winex11drv calls. For some reason, when i try to log it to a file, it grows to 2 GB or greater. I haven't waited for it to finish, as i don't

In a newly downloaded version (today) of R-2-4-0alpha, with all packages from CRAN also installed today, I get: > library(Matrix) Erro en loadNamespace(package, c(which.lib.loc, lib.loc), keep.source = keep.source) : in 'Matrix' methods specified for export, but none defined: BIC, anova, coef, confint, deviance, fitted, fixef, formula, head, lmer, logLik, mcmcsamp, plot,

>>>>> Therneau, Terry M , Ph D <therneau at mayo.edu> >>>>> on Thu, 9 Feb 2017 12:56:17 -0600 writes: > Martyn, > No, that didn't work. > One other thing in the mix (which I don't think is the issue) is that I call one of the > C-entry points of expm. So the DESCRIPTION file imports expm, the NAMESPACE file imports

Dear All, After upgrading to R-2.4.0-dapper2 (my system is ubuntu 6.06 LTS), I often met problems when loading some packages like Matrix. Here is the details: > library(Matrix) Error in loadNamespace(package, c(which.lib.loc, lib.loc), keep.source = keep.source) : in 'Matrix' methods specified for export, but none defined: Arith, Math, Math2, +, %*%, Schur, as.matrix, chol,

How about this: > expm function(x,pow=2) { xd <- diag((eigen(x)$values^pow)) xm <- eigen(x)$vector %*% xd %*% t(eigen(x)$vector) return(xm) } > xa [,1] [,2] [1,] 2 1 [2,] 1 3 > expm(xa,pow=3) [,1] [,2] [1,] 15 20 [2,] 20 35 > xa %*% xa %*% xa [,1] [,2] [1,] 15 20 [2,] 20 35 > From: Federico Calboli <f.calboli at ucl.ac.uk>