similar to: How to create a function for a self created class.

Dear R users, I wish to manually demean a panel over time and entities. I tried to code the Wansbeek and Kapteyn (1989) transformation (from Baltagi's book Ch. 9). As a benchmark I use both the pmodel.response() and model.matrix() functions in package plm and the results from using dummy variables. As far as I understood the transformation (Ch.3), Q%*%y (with y being the dependent variable)

Dear helpers, I wrote a code which estimates a multi-equation model with generalized least squares (GLS). I can use GLS because I know the covariance matrix of the residuals a priori. However, it is a bit slow and I wonder if anybody would be able to point out a way to make it faster (it is part of a bigger code and needs to run several times). Any suggestion would be greatly appreciated. Carlo

Dear All, While inverting a matrix the following error appears on my console: Error in solve.default(my_matrix) : Lapack routine dgesv: system is exactly singular With this respect, I have been replacing the solve() function with ginv(): the Moore-Penrose generalized inverse of a matrix. These are the questions I would like to ask you: 1. Would you also replace solve() with ginv() in

Dear All, My question is simple but I need someone to help me out. Suppose I have a positive definite matrix A. The funtion chol() gives matrix L, such that A = L'L. The inverse of A, say A.inv, is also positive definite and can be factorized as A.inv = M'M. Then A = inverse of (A.inv) = inverse of (M'M) = (inverse of M) %*% (inverse of M)' = ((inverse of

Dear R-devel: I could use some advice about matrix calculations and steps that might make for faster computation of generalized inverses. It appears in some projects there is a bottleneck at the use of svd in calculation of generalized inverses. Here's some Rprof output I need to understand. > summaryRprof("Amelia.out") $by.self self.time self.pct

?ginv provides 'Modern Applied Statistics with S' (MASS), 3rd, by Venables and Ripley as the sole reference. I happen to have this book (4th ed) on loan from our library, and as far as I can see, ginv is mentioned there twice, and it is *used*, not *explained* in any way. (It is used on p. 148 in the 4th edition.) ginv does not appear in the index of MASS. ginv is an implementation of

I am using the ginv function from MASS and have run across this problem that I do not understand. If I define the matrix A as below, its g-inverse does not satisfy the Moore-Penrose condition A %*% ginv(A) %*% A = A. The matrix A is X'WX in a quadratic regression using some very large dollar values. The much simpler matrix B does satisfy the MP condition. Am I doing something wrong? Is

Tian It appears the attachment might not have worked so I'll embed Bill's message at the end. Peter Alspach > -----Original Message----- > From: r-help-bounces at stat.math.ethz.ch > [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Peter Alspach > Sent: Thursday, 17 August 2006 8:02 a.m. > To: T Mu; R-Help > Subject: Re: [R] confusing about contrasts concept

### An numeric problem in R ######## ###I have two matrix one is########## A <- matrix(c(21.97844, 250.1960, 2752.033, 29675.88, 316318.4, 3349550, 35336827, 24.89267, 261.4211, 2691.009, 27796.02, 288738.7, 3011839, 31498784, 21.80384, 232.3765, 2460.495, 25992.77, 274001.6, 2883756, 30318645, 39.85801, 392.2341, 3971.349, 40814.22, 423126.2,

Hello, This is in response to a post from a couple of years back regarding Kaiser-Meyer-Olkin Measures of Sampling Adequacy. (http://tolstoy.newcastle.edu.au/R/help/05/12/17233.html) As it turns out, last year Trujillo-Ortiz et al. at the Universidad Autonoma de Baja California wrote and posted a script for MATLAB that does the job. You can see it (with a discussion of KMO statistics) at

Why do x<-b%*%ginv(A) and x<-solve(A,b) give different results?. It seems that I am missing some basic feature of matrix indexing. e.g.: A<-matrix(c(0,-4,4,0),nrow=2,ncol=2) b<-c(-16,0) x<-b%*%ginv(A);x x<-solve(A,b);x Thanks in advance, Angel

Hello to everybody, I have a quadratic programming problem that I am trying to solve by various methods. One of them is to use the quadprog package in R. When I check positive definiteness of the D matrix, I get that one of the eigenvalues is negative of order 10^(-8). All the others are positive. When I set this particular eigenvalue to 0.0 and I recheck the eigenvalues in R, the last

since ginv can deal with both singular and non-singular conditions, is there any other difference between them? if I use ginv only, will be any problem? thanks [[alternative HTML version deleted]]

[Hope this is the right list where to send...] An attempt to update package 'mnormt' involves the addition of a small new function called 'pd.solve'. When I come to 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

Dear All, I'm trying to use waldtest to test poolability (parameter stability) between two logistic regressions. Because I need to use robust standard errors (using sandwich), I cannot use anova. anova has no problems running the test, but waldtest does, indipendently of specifying vcov or not. waldtest does not appear to see that my models are nested. H0 in my case is the the vector of

Dear all; I'm kind of confused with the results obtained using the ginv function from package MASS and pinv function from Matlab. Accroding to the documentation both functions performs a Moore-Penrose generalized inverse of a matrix X. The problem is when I change the tolerance value, say to 1E-3. Here is some output from ginv 195.2674402 235.6758714 335.0830253 8.977515484 -291.7798965

Dear friends, I am writing a package that I think may be of interest to many people so I am in the process to build-check-write-thedocumentation for it. I have some questions regarding the "rules" that a package should abide in order to be consistent with the other packages on CRAN. I have read and reread the Writing R extension manual and googled the mailing list and I have found

Dear Spencer and Prof. Fox, Thank you for your replies. I'll very appreciate, if you have any ideas concerning the problem described below. First, I'd like to describe the model in brief. In general I consider a model with three equations. First one is for annual GRP growth - in general it looks like: 1) GRP growth per capita = G(investment, migration, initial GRP per

Caching computation in rails? Simple example: factorial modulus a large number input: integer x output: factorial( x ) % 12345678901234567 I want it so that if it computes factorial of N once, it will not have to compute for N again. code: class SiteController < ApplicationController caches_action :factorial, :inv def examine @inv = @params[''inv''] @outv =

Generalised Inverse: The Moore-Penrose Generalisied Inverse is probably better defined as a pseudo-Inverse that arises in solving least squares problems. Another well known pseudo-Inverse is the so-called Drazin pseudo-Inverse. If memory serves (and it's been 10-12 years!) it can be obtained via a diagonalisation. Anyway, I dare say Prof. Ripley (among others) probably has "all the