Displaying 20 results from an estimated 6000 matches similar to: "Relationship between covariance and inverse covariance matrices"
2011 Oct 19
1
Sparse covariance estimation (via glasso) shrinking to a "nonzero" constant
I've only been using R on and off for 9 months and started using the
glasso package for sparse covariance estimation. I know the concept is
to shrink some of the elements of the covariance matrix to zero.
However, say I have a dataset that I know has some underlying
"baseline" covariance/correlation (say, a value of 0.3), how can I
change or incorporate that into to the
2005 Jun 28
2
function for cumulative occurrence of elements
Hello,
I have a data set with 9700 records, and 7 parameters.
The data were collected for a survey of forest communities. Sample plots
(1009) and species (139) are included in this data set. I need to determine
how species are accumulated as new plots are considered. Basically, I want
to develop a species area curve.
I've included the first 20 records from the data set. Point
2011 Apr 04
1
Ordering every row of a matrix while ignoring off diagonal elements
Sorry if this is a stupid question but I've been stuck on how to code
so that I can order rows of a matrix without paying attention to the
diagonal elements.
Say, for example, I have a matrix d:
> d
[,1] [,2] [,3] [,4]
[1,] 0.000000 2.384158 2.0065682 2.2998856
[2,] 2.384158 0.000000 1.4599928 2.4333213
[3,] 2.006568 1.459993 0.0000000 0.9733285
[4,] 2.299886
2003 Jul 11
2
using SVD to get an inverse matrix of covariance matrix
Dear R-users,
I have one question about using SVD to get an inverse
matrix of covariance matrix
Sometimes I met many singular values d are close to 0:
look this example
$d
[1] 4.178853e+00 2.722005e+00 2.139863e+00
1.867628e+00 1.588967e+00
[6] 1.401554e+00 1.256964e+00 1.185750e+00
1.060692e+00 9.932592e-01
[11] 9.412768e-01 8.530497e-01 8.211395e-01
8.077817e-01 7.706618e-01
[16]
2003 Jul 16
1
arima.sim problems (PR#3495)
Full_Name: Gang Liang
Version: 1.7.1
OS: Debian/Woody
Submission from: (NULL) (192.6.19.190)
> print(arima.sim(list(ar=.3,order=c(1,1,1)), 30))
[1] 0.00000000 0.10734243 0.02907301 -1.23441659 -0.98819317 -2.82731975
[7] -2.69052512 -4.22884756 -5.02820635 -5.41514613 -6.20486350 -7.01040649
[13] -6.78121289 -5.41111810 -4.96338053 -5.42395408 -6.22741444 -5.75228153
[19] -6.07346580
2003 May 13
1
assessing the fit of a LME model
Dear All,
I would like to ask a couple of questions on a LME model.
I tested 4 selection lines at 4 food concentrations against a standard
competitor stock. I had 3 replicate cages per selection line. In each cage
I have 10 vials. I counted the number of wild type flies and competitor
stock emerging in each vial. My main question is: is there any difference
between selection lines?
I did fit
2012 Mar 10
2
Finding the mean.
Using functions how would I go about do this question?
(I already have a mean defined for a function of x.)
Write a function called MyMean2. This function has two arguments, x and nonzero, where nonzero has the default value TRUE. This function should return the
(Previous defined mean of x) if nonzero=FALSE
(Previous defined mean of x) for all x's>0 if nonzero=TRUE
Much appreciated.
2010 Aug 31
4
weird to me interaction between time() and %%, %/%
Dear List,
I'm getting weird and unexpected behaviour using time and %%, or %/%. It's
likely I'm not appreciating the nuances of floating point arithmetic. Or it
could be a bug.
I'm running
> R.version
_
platform x86_64-redhat-linux-gnu kernel 2.6.33.8-149.fc13.x86_64
arch x86_64
os linux-gnu
system x86_64, linux-gnu
2012 Apr 04
2
extract data
HI,
I would like to extract data in a specific way. For example, the rainfall data
0,0,1.5,0,0, 3,1,2.5,0,0,0,0, 2.3,0,0,0, 2.1,1.4,0,0,0, 3,2,1,0,0,0...
data_1: 1.5, 2.3 ( a single nonzero data between zeros data)
data_2: 3.1, 2.5, 2.1,1.4 ( two nonzero data between zeros data)
data_3: 3,1,2.5, 3,2,1 ( three nonzero data between zeros data)
Thank you so much for any
2008 Sep 25
2
levelplot/heatmap question
Hello!
I have data containing a large number of probabilities (about 60) of nonzero
coefficients to predict 10 different independent variables (in 10 different
BMA models). i've arranged these probabilities in a matrix like so:
(IV1) (IV2) (IV3) ...
p(b0) p(b0) p(b0)
p(b1) p(b1) p(b1)
p(b2) p(b2) p(b2)
...
where p(b1) for independent variable 1 is p(b1 !=
2012 Jul 23
2
Bug in my code (finding nonzero min)
Can someone verify for me if the for loop below is really calculating the
nonzero min for each row of a matrix? I have a bug somewhere in the is
section of code. My first guess is how I am find the the nonzero min of each
row of my matrix. The overall idea is to make sure I am investing all of my
money, i.e. new.set is a set of indicator variables for each stock for a
particular portfolio, i.e.
2007 Mar 06
2
need to create a NewsLetter Funtionality in RoR
Hi,
Me a newbie in RoR - switching from .NET. i want to write an application
that has a newsletter functionality where I can create an interface where in
I can have options to send newsletters to multiple people in the database.
i need to make a form which has from hardcoded, to is selected from te
database maybe a listbox next to it and then a subject and text area.
how wud i go about doing
2008 Apr 10
2
QP.solve, QPmat, constraint matrix, and positive definite
hello all,
i'm trying to use QPmat, from the popbio package. it appears to be based
on solve.QP and is intended for making a population projection matrix.
QPmat asks for: nout, A time series of population vectors and C, C
constraint matrix, (with two more vectors, b and nonzero). i believe the
relevant code from QPmat is:
function (nout, C, b, nonzero)
{
if (!"quadprog" %in%
2010 Aug 23
0
Kalman Filtering with Singular State Noise Covariance Matrix
Since notation for state-space models vary, I'll use the following convention:
x(t) indicates the state vector, y(t) indicates the vector of observed
quantities.
State Transition Equation: x(t+1) = Fx(t) + v(t)
Observation Equation: y(t) = Gx(t) + w(t)
Cov[v(t)] = V
Cov[w(t)] = W
I've found myself in a situation where I will have V = s%*%t(s)*k^2,
with s a vector the same length as the
2023 Jan 25
2
R installation
Hello!
I am trying to install R and its says there is an error with the software. I am using the link for Mac OS the most recent version on the website because my Mac OS is M1 and 13.2 version. I am able to download it but then when I install it it says they?re an error with the software that caused the installation to fail. I was wondering what I need to do to install R?
Vivian Jungels
2005 Apr 07
2
about mantelhaen.test (PR#7779)
Full_Name: Chien-yu Peng
Version: 2.0.1
OS: Windows XP Professional
Submission from: (NULL) (140.109.72.181)
Dear all:
Although I don't know you, I am thankful for your help.
When I use the function mantelhaen.test for R x C x K (R, C > 2) table,
the output is not the same as SAS's. I don't know that the result consist with
one of SAS's. But it works correctly for 2
2023 Aug 03
2
Ubuntu packages on s390x
Hello,
Are there any plans to add R packages for Ubuntu on other architectures in addition to amd64? We are looking for s390x packages as the version from the distro's package manger is 4.2.2. I'm happy to help in any way I can.
Thank you.
Regards,
Vivian Kong
Linux on IBM Z Open Source Ecosystem
IBM Canada Toronto Lab
[[alternative HTML version deleted]]
2011 Dec 20
1
column permutation of sparse matrix
Hi,
I'm very new to working with sparse matrices and would like to know how I
can column permute a sparse matrix. Here is a small example:
> M1 <-
> spMatrix(nrow=5,ncol=6,i=sample(5,15,replace=TRUE),j=sample(6,15,replace=TRUE),x=round_any(rnorm(15,2),0.001))
> M1
5 x 6 sparse Matrix of class "dgTMatrix"
[1,] 2.983 . 1.656 5.003 . .
[2,] .
2005 Aug 03
1
help for cell2nb and queencell in spdep package
Dear Dr. Bivand and R-users,
I have a 5 by 5 grid, say, location[1:5,1:5], and I want to know the
indices of 8 neighbours of each cell. For example, for location[2,2], its
neighbour coordinates are [1,1:3], [2,1], [2,3] and [3,1:3]. Sometimes I
also need to remove edge effects (torus = TRUE).
I have tried "cell2nb" function in your spdep package. Here's my example:
> neigh
2004 Nov 05
1
covariance bug (PR#7342)
Full_Name: Christian Lederer
Version: 1.8.0
OS: Linux
Submission from: (NULL) (217.229.7.13)
R-1.8.0 seems to calculate wrong covariances, when the argument of cov()
is a matrix or a data frame.
The following should produce a matrix of zeroes and NaNs:
x <- matrix(c(NA ,NA ,0.9068995 ,NA ,-0.3116229,
-0.06011117 ,0.7310134 ,NA ,1.738362 ,0.6276125,
0.6615581 ,NA