similar to: System is computationally singular error when using cholesky decompostion in MCMC

Hello Everyone I have a dual-core Intel i3-370M processor and Windows 64 operating system. I have a 3GB RAM and my processor can support a maximum of 8GB RAM. I have virtual memory enabled on my computer. I am running a program in the 64 bit R which implements a MCMC on a large dataset and involves around 80000 iterations. The processor estimates that it will take around 1000 minutes to

Hello everyone Is there a function/command to simulate from "matrix variate normal distribution" in R. A follow up question would be is there a function/command to obtain the density, distribution and quantile function of "matrix variate normal distribution" in R. Wikipedia has a good description of "matrix variate normal distribution" which is also alternatively

Hello everyone I was wondering how would one simulate from a Normal Wishart Distribution in R. A normal inverted Wishart distribution is denoted by NIW (M,C,d,S), where X/(Sigma) ~ N( M,C,(Sigma) ) -> a matrix normal distribution, (Sigma) -> column dispersion matrix (Sigma) ~ IW (d,S) -> inverted Wishart distribution Thanks a lot ! Best Shantanu [[alternative HTML version

Hello Everyone Both the MCMCpack and the bayesm libraries allow us to make draws from the Inverse Wishart distribution. But I wanted to find out how exactly is the Inverse Wishart distribution parameterized in these libraries. The reason I ask is the following: Now its generally standard to express Inverse Wishart as IW(0.5 * DOF,0.5* Scale). (DOF-> Degree of freedom, Scale -> Scale

Can we do Cholesky Decompositon in R for any matrix --------------------------------- [[alternative HTML version deleted]]

Hi everyone: I try to use r to do the Cholesky Decomposition,which is A=LDL',so far I only found how to decomposite A in to LL' by using chol(A),the function Cholesky(A) doesnt work,any one know other command to decomposte A in to LDL' My r code is: library(Matrix) A=matrix(c(1,1,1,1,5,5,1,5,14),nrow=3) > chol(A) [,1] [,2] [,3] [1,] 1 1 1 [2,] 0 2 2

Hi there, Please help me this out. > m [,1] [,2] [1,] 1.1 1.0 [2,] 1.0 1.1 > chol2inv(m) [,1] [,2] [1,] 1.5094597 -0.7513148 [2,] -0.7513148 0.8264463 > CT -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or

Hi All, I am trying to achieve ACL set in Public folders, I have public namespace in dovecot.conf like this namespace public { separator = / prefix = Public/ location = maildir:/var/mail/public/ subscriptions = no } and now under public folder I have two subfolders .test and .test1 . I have created dovecote-acl under .test so that it can be seen and subscribe. but I can't see

Hi everyone- I have a dataset with multiple "pre" and "post" variables I want to compare. The variables are named "apple_pre" or "pre_banana" with the corresponding post variables named "apple_post" or "post_banana". The variables are in no particular order. apple_pre orange_pre orange_post pre_banana apple_post post_banana person_1

I think I finally have nailed down the problems with TFTP on the 4.10 branch, and so I have released 4.10-pre20. Please let me know if you have hardware on which 4.05/4.06-pre3 works, and 4.10-pre20 does not. -hpa -- H. Peter Anvin, Intel Open Source Technology Center I work for Intel. I don't speak on their behalf.

Dear R-devel members, I am looking for a fast Cholesky update/downdate. The matrix A being symmetric positive definite (n, n) and factorized as A = L %*% t(L), the goal is to factor the new matrix A +- C %*% t(C) where C is (n, r). For instance, C is 1-column when adding/removing an observation in a linear regression. Of special interest is the case where A is sparse. Looking at the

Hello All, I have built up my email server with exim + dovecot + clamv/spamassasin. I am using exim as LDA(local delivery agent). I was reading about using dovecot as LDA but I couldn't find why should I use it? Now, I am looking expert advice on "Why should I use dovecot LDA" ? Is there any benefit in terms of functionality or performance ? Any advice/suggestion/feedbacks

I have been playing around with sparse matrices in the Matrix package, in particularly with the Cholesky factorization of matrices of class dsCMatrix. And BTW, what a fantastic package. My problem is that I have to carry out repeated Cholesky factorization of a spares symmetric matrices, say Q_1, Q_2, ...,Q_n, where the Q's have the same non-zero pattern. I know in this case one does

Dear R-Users I used the nlme library to fit a linear mixed model (lme). The random effect standard errors and correlation reported are based on a Log-Cholesky parametrization. Can anyone tell me how to get the Covariance matrix of the random effects, given the above mentioned parameters based on the Log-Cholesky parametrization?? Thanks in advance Pryseley

I am trying to estimate a covariance matrix from the Hessian of a posterior mode. However, this Hessian is indefinite (possibly because of numerical/roundoff issues), and thus, the Cholesky decomposition does not exist. So, I want to use a modified Cholesky algorithm to estimate a Cholesky of a pseudovariance that is reasonably close to the original matrix. I know that there are R packages that

Hi all, I am using rsync v.3.0.7 (protocol v30) on ubuntu 10.04. My rsync line looks like this, cd /home/shantanu/ rsync -av --files-from=bin/include-to-rsync.dat /home/shantanu/ \ /media/transcend/backup_laptop/shantanu/ include-to-rsync had directories in this format, bank/ dwhelper/ clients/ When I ran the script I noticed that a files in bank/10-11 were not getting synced. Upon

Dear all, I made a simple test of the Cholesky decomposition in the package 'Matrix', by considering 2 variables 100% correlated. http://blogs.sas.com/content/iml/2012/02/08/use-the-cholesky-transformation-to-correlate-and-uncorrelate-variables/ The full code is below and can be simply copy&paste in the R prompt. After uncorrelation I still have a correlation of +-100%...

Dear fellow R Users: I am doing a Cholesky decomposition on a correlation matrix and get error message the matrix is not semi-definite. Does anyone know: 1- a work around to this issue? 2- Is there any approach to try and figure out what vector might be co-linear with another in thr Matrix? 3- any way to perturb the data to work around this? Thanks for any suggestions.

But that's what a jitter buffer will do, eventually - drop a packet. And it's better to drop a silence packet. Cheers, .a -----Original Message----- From: Jean-Marc Valin [mailto:jean-marc.valin@usherbrooke.ca] Sent: Wednesday, December 21, 2005 3:39 PM To: Alex Bakaev Cc: Shantanu Gramsci; speex-dev@xiph.org Subject: RE: [Speex-dev] Bitrate problem On Wed, 2005-12-21 at 15:29 -0800,

Hi, I am using syslinux-4.00-pre24, -pre27 and -pre31. chain.c32 fails for pre27 and pre31 for particular configs ... shown below. 1) works on pre24, fails with error message "Chainboot failed!" for pre27 and pre31 LABEL local MENU DEFAULT MENU LABEL Local Boot ... (skip PXE boot) KERNEL chain.c32 APPEND hd0 0 2) works on all three. LABEL local