similar to: function 'eigen' (PR#8503)

Displaying 20 results from an estimated 600 matches similar to: "function 'eigen' (PR#8503)"

2012 Dec 06
1
svd(X, LINPACK=TRUE) alters its input
Ordinary functions should not alter their inputs but in R-2.15.2 svd(LINPACK=TRUE,X) does. (It worked in 2.15.0 but not in 2.15.1 or 2.15.2 and became deprecated in 2.15.2.) > X <- matrix(c(1,2,3, 5,7,11, 13,17,19), 3, 3) > X [,1] [,2] [,3] [1,] 1 5 13 [2,] 2 7 17 [3,] 3 11 19 > svd(X, LINPACK=TRUE)$d [1] 31.9718214 2.3882717 0.3143114 Warning message:
2010 Mar 25
2
print(big+small*1i) -> big + 0i
Should both parts of a complex number be printed to the same precision? The imaginary part of 0 looks a bit odd when log10(real/imag) >=~ getOption("digits"), but I'm not sure it is awful. Some people might expect the same number of significant digits in the two parts. > 1e7+4i [1] 10000000+0i > 1e7+5i [1] 10000000+0i > 1e10 + 1000i [1] 1e+10+0e+00i >
2010 Sep 29
1
Understanding linear contrasts in Anova using R
#I am trying to understand how R fits models for contrasts in a #simple one-way anova. This is an example, I am not stupid enough to want #to simultaneously apply all of these contrasts to real data. With a few #exceptions, the tests that I would compute by hand (or by other software) #will give the same t or F statistics. It is the contrast estimates that R produces #that I can't seem to
2001 Mar 19
2
A limitation for polyroot ? (PR#880)
Dear R Development Team, I have encountered the following difficulty in using the function polyroot under either NT4.0 (R version 1.2.1) or linux (R version 0.90.1). In the provided example, the non-zero root of c(0,0,0,1) depends on the results of the previous call of polyroot. R : Copyright 2001, The R Development Core Team Version 1.2.1 (2001-01-15) R is free software and comes with
2000 Nov 28
2
BUG: polyroot() (PR#751)
I have found that the polyroot() function in R-1.1.1(both solaris and Win32 version) gives totally incorrect result. Here is the offending code: # Polyroot bug report: # from R-1.1.1 > sort(abs(polyroot(c(1, -2,1,0,0,0,0,0,0,0,0,0,-2,5,-2,0,0,0,0,0,0,0,0,0,1,-2,1)))) [1] 0.8758259 0.9486499 0.9731015 1.5419189 1.7466214 1.7535362 1.7589484 [8] 2.0216317 2.4421509 2.5098488 2.6615572
2018 Jul 10
1
problem with display of complex number
Hi, > 1e10+5i [1] 1e+10+0e+00i > Im(1e10+5i) [1] 5 maybe little better... --- R-3.5.1.orig/src/main/complex.c 2018-03-26 07:02:25.000000000 +0900 +++ R-3.5.1/src/main/complex.c 2018-07-10 12:50:42.523874767 +0900 @@ -381,6 +381,7 @@ r->i = fround(pow10 * x->i, digits)/pow10; } else { digits = (double)(dig); + if(digits < 1) digits=1; /* a little better */
2011 Nov 14
2
How to compute eigenvectors and eigenvalues?
Hello. Consider the following matrix: mp <- matrix(c(0,1/4,1/4,3/4,0,1/4,1/4,3/4,1/2),3,3,byrow=T) > mp [,1] [,2] [,3] [1,] 0.00 0.25 0.25 [2,] 0.75 0.00 0.25 [3,] 0.25 0.75 0.50 The eigenvectors of the previous matrix are 1, 0.25 and 0.25 and it is not a diagonalizable matrix. When you try to find the eigenvalues and eigenvectors with R, R responses: > eigen(mp) $values [1]
2005 Mar 14
1
r: eviews and r // eigen analysis
hi all i have a question that about the eigen analysis found in R and in eviews. i used the same data set in the two packages and found different answers. which is incorrect? the data is: aa ( a correlation matrix) 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 now > svd(aa) $d [1] 4.9204
2006 Jan 10
1
eigen()
Hi I am having difficulty with eigen() on R-devel_2006-01-05.tar.gz Specifically, in R-2.2.0 I get expected behaviour: > eigen(matrix(1:100,10,10),FALSE,TRUE)$values [1] 5.208398e+02+0.000000e+00i -1.583980e+01+0.000000e+00i [3] -4.805412e-15+0.000000e+00i 1.347691e-15+4.487511e-15i [5] 1.347691e-15-4.487511e-15i -4.269863e-16+0.000000e+00i [7] 1.364748e-16+0.000000e+00i
2013 Jun 18
1
eigen(symmetric=TRUE) for complex matrices
R-3.0.1 rev 62743, binary downloaded from CRAN just now; macosx 10.8.3 Hello, eigen(symmetric=TRUE) behaves strangely when given complex matrices. The following two lines define 'A', a 100x100 (real) symmetric matrix which theoretical considerations [Bochner's theorem] show to be positive definite: jj <- matrix(0,100,100) A <- exp(-0.1*(row(jj)-col(jj))^2) A's being
2011 Nov 14
0
Fwd: How to compute eigenvectors and eigenvalues?
Inicio del mensaje reenviado: > De: Arnau Mir <arnau.mir@uib.es> > Fecha: 14 de noviembre de 2011 13:24:31 GMT+01:00 > Para: Martin Maechler <maechler@stat.math.ethz.ch> > Asunto: Re: [R] How to compute eigenvectors and eigenvalues? > > Sorry, but I can't explain very well. > > > The matrix 4*mp is: > > 4*mp > [,1] [,2] [,3] > [1,]
2006 Jan 12
0
bug in qr.coef() and (therefore) in qr.solve (PR#8476)
[I thought I'd submitted this bug report some time ago, but it's never showed up on the bug tracking system, so I'm submitting again.] qr.solve() gives incorrect results when dealing with complex matrices or with qr objects that have been computed with LAPACK=TRUE, whenever the b argument has more than one column. This bug flows from qr.coef(), which has a similar problem. I believe
2008 Oct 19
2
definition of "dffits"
R-users E-mail: r-help@r-project.org Hi! R-users. I am just wondering what the definition of "dffits" in R language is. Let me show you an simple example. function() { library(MASS) xx <- c(1,2,3,4,5) yy <- c(1,3,4,2,4) data1 <- data.frame(x=xx, y=yy) lm.out <- lm(y~., data=data1, x=T) lev1 <- lm.influence(lm.out)$hat sig1 <-
2009 Aug 09
1
Inaccuracy in svd() with R ubuntu package
On two laptops running 32-bit kubuntu, I have found that svd(), invoked within R 2.9.1 as supplied with the current ubuntu package, returns very incorrect results when presented with complex-valued input. One of the laptops is a Dell D620, the other a MacBook Pro. I've also verified the problem on a 32-bit desktop. On these same systems, R compiled from source provides apparently
2007 Jan 08
2
Contrasts for ordered factors
Dear all, I do not seem to grasp how contrasts are set for ordered factors. Perhaps someone can elighten me? When I work with ordered factors, I would often like to be able to reduce the used polynomial to a simpler one (where possible). Thus, I would like to explicetly code the polynomial but ideally, the intial model (thus, the full polynomial) would be identical to one with an ordered factor.
2005 Feb 23
1
model.matrix for a factor effect with no intercept
I was surprised by this (in R 2.0.1): > a <- ordered(-1:1) > a [1] -1 0 1 Levels: -1 < 0 < 1 > model.matrix(~ a) (Intercept) a.L a.Q 1 1 -7.071068e-01 0.4082483 2 1 -9.073800e-17 -0.8164966 3 1 7.071068e-01 0.4082483 attr(,"assign") [1] 0 1 1 attr(,"contrasts") attr(,"contrasts")$a [1]
2009 Dec 17
1
poly() with unnormalized values
How can I get the result of, e.g., poly(1:3. degree=2) to give me the unnormalized integer coefficients usually used to explain orthogonal polynomial contrasts, e.g, -1 1 0 -2 1 1 As I understand things, the columns of x^{1:degree} are first centered and then are normalized by 1/sqrt(col sum of squares), but I can't see how to relate this to what is returned by poly(). >
2005 Nov 05
3
solve the quadratic equation ax^2+bx+c=0
If I have matrics as follows: > a <- c(1,1,0,0) > b <- c(4,4,0,0) > c <- c(3,5,5,6) How can I use R code to solve the equation ax^2+bx+c=0. thanks! yuying shi [[alternative HTML version deleted]]
2010 Sep 08
4
coxph and ordinal variables?
Dear R-help members, Apologies - I am posting on behalf of a colleague, who is a little puzzled as STATA and R seem to be yielding different survival estimates for the same dataset when treating a variable as ordinal. Ordered() is used to represent an ordinal variable) I understand that R's coxph (by default) uses the Efron approximation, whereas STATA uses (by default) the Breslow. but we
2012 May 02
3
factor conversion to date/time
Hi, I've been trying to convert numbers from an online temperature database into dates and time that R recognizes. I've tried as.Date, as.POSIXlt and strptime the problem is that the database has put a T between the numbers and R will not accept any conversions. currently it sees the date as a factor with the format as 1981-01-02T08:00I would like to keep only the year and month, but my