similar to: Simple example of variables decorrelation using the Cholesky decomposition

Dear all, Very simple question, but apparently uneasy to solve in R: I have a sampling of a variable x: (3, 4. 5, 2, ...) I want to know: - the mean <x> -> mean(x) - the uncertainty on <x> -> std.error(x) ? Or sd(x)? - the standard deviation of x -> ? - the uncertainty on the standard deviation -> ? Anyone has an idea? Thanks in advance,

Hi FLACers I'm studying music production and am currently doing an analysis of the FLAC format. If anyone has the knowledge and a minute to explain i would greatly appreciate any help. One thing that i cannot make sense from in the FLAC documentation (a thing that is hard to find info on in general) is how the decorrelation fase works exactly. I understand that the two channels in a stereo

--- Ulrik Nissen <obbarius@rediffmail.com> wrote: > > Hi FLACers > > I'm studying music production and am currently doing an analysis of > the FLAC format. If anyone has the knowledge and a minute to explain > i would greatly appreciate any help. One thing that i cannot make > sense from in the FLAC documentation (a thing that is hard to find > info on in

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

The gchol function in library(kinship) does an LDL decomposition. An updated version has just recently been posted on Rforge, in the bdsmatrix library which is part of survival. > temp <- matrix(c(1,1,1,1,5,8,1,8,14), 3) > gt <- gchol(temp) > as.matrix(gt) # L [,1] [,2] [,3] [1,] 1 0.00 0 [2,] 1 1.00 0 [3,] 1 1.75 1 > diag(gt) # D [1]

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

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

Hi: what I want to do is decompose the a symmetric matrix A into this form A=LDL' hence TAT'=D,T is inverse of (L)and T is a lower trangular matrix,and D is dignoal matrix for one case A=1 1 1 1 5 5 1 5 14 T=inverse(L)= 1 0 0 -1 1 0 0 -1 1 D=(1,4,9) I tried to use chol(A),but it returns only trangular, anyone know the function can return

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

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

Hello Everyone I have a MCMC loop to calculate a time varying hierarchical Bayesian structure. This requires me to use around 5-6 matrix inversions in the loop. I use cholesky and chol2inv for the matrix decomposition. Because of the data I am working with I am required to invert a 167 by 167 matrix twice in one iteration. I need to run the iteration for 10000 times, but I get the error

Hi R-users: [R 2.2 on OSX 10.4.3] I have a (sparse) vegetation data frame with 500 rows (sampling units) and 177 columns (plant species) where the data represent % cover. I need to summarize the cover data by returning the names of the most dominant and the second most dominant species per plot. I reduced the data frame to omit cover below 5%; this is what it looks like stacked. I have

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.

Hello, I have a problem with WinFam, I use wine 1.1.14 when I start it, it load, but the loading image stuck hang the error: can not find COMAND dll appears. I have copy the program files from a windows instalation to a usb stick and past they into the WinFam programm folder in /.wine/drive C But i do not help. Sorry for bad english. Can anybody help me?

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

read list (S) This is a list of users that are given read-only access to a service. If the connecting user is in this list then they will not be given write access, ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ no matter what the writeable option is set to. The

Now it give a new version of winfam. But now i can't install it, in terminal: > Nili at linux-o3mr:~> cd /media/WinFam0109 > Nili at linux-o3mr:/media/WinFam0109> wine setup.exe > fixme:reg:GetNativeSystemInfo (0x32f3fc) using GetSystemInfo() > fixme:advapi:CheckTokenMembership ((nil) 0x12e6d0 0x32f33c) stub! > fixme:advapi:LookupAccountNameW (null) L"Nili"

Sorry my bad I forgot to reply all. Begin forwarded message: > From: Mike Gallamore <mike@mpi-cbg.de> > Date: November 7, 2008 12:35:20 PM GMT+01:00 > To: "degbert degbert" <degbert42@gmail.com> > Subject: Re: [Samba] AD howtos: LDAP needed? > > My understanding is AD was/is MS's implementation of LDAP. http://en.wikipedia.org/wiki/Active_directory

Sorry forgot to include the list. > From: Mike Gallamore <mike@mpi-cbg.de> > Date: November 13, 2008 3:49:21 PM GMT+01:00 > To: Volker.Lendecke@SerNet.DE > Subject: Re: [Samba] Samba memory usage - how big is it? > > I didn't include the whole output which would be about a page. Yeah > it is just a total of the columns. There is commands for excluding > shared

http://bugzilla.netfilter.org/show_bug.cgi?id=588 Summary: make ipv6 optional in iptables Product: iptables Version: CVS (please indicate timestamp) Platform: All OS/Version: All Status: NEW Severity: enhancement Priority: P1 Component: ip6tables AssignedTo: laforge at netfilter.org