Displaying 20 results from an estimated 10000 matches similar to: "Inverse Matrices"
2008 Mar 05
2
matrix inversion using solve() and matrices containing large/small values
Hello
I've stumbled upon a problem for inversion of a matrix with large values,
and I haven't found a solution yet... I wondered if someone could give a
hand. (It is about automatic optimisation of a calibration process, which
involves the inverse of the information matrix)
code:
*********************
> macht=0.8698965
> coeff=1.106836*10^(-8)
>
2011 Dec 13
2
Inverse matrix using eigendecomposition
General goal: Write R code to find the inverse matrix of an nxn positive
definite symmetric matrix. Use solve() to verify your code works.
Started with a 3x3 matrix example to build the code, but something dosen't
seem to be working. I just don't know where I am going wrong.
##Example matrix I found online
A<-c(4,1,-1,1,2,1,-1,1,2)
m<-matrix(A,nrow=3,ncol=3)
##Caculate the eigen
2002 Jul 20
1
Problems installing 'lattice' package
Dear List
I have installed the 'lattice' package by using 'install.package("lattice")
It appears to have created a lattice folder in my R library as I would expect.
I have tried to call the package by library(lattice) but I am getting the following error message:
Error in parse(file, n, text, prompt) : syntax error on line 2018
Could anybody tell me why this is
2003 Jan 24
3
Multinomial Logit Models
Hi
I am wanting to fit some multinomial logit models (multinom command in
package nnet)
Is it possible to do any model checking techniques on these models
e.g. residual, leverage etc. I cannot seem to find any commands that
will allow me to do this.
Many thanks
----------------------
L.E.Gross
L.E.Gross at maths.hull.ac.uk
2002 Jul 29
1
creating an index vector within a 'for' loop
Dear list
I have what is probably a very simple question that I can't seem to solve. I basically want to create a vector at the end of a 'for' loop that will store the output for each person and which I can recall after the loop has run. This will require some sort of indexing.
X and Y are matrices defined earlier for each person (within the for loop but I'm not writing it here
2011 Dec 08
2
Relationship between covariance and inverse covariance matrices
Hi,
I've been trying to figure out a special set of covariance
matrices that causes some symmetric zero elements in the inverse
covariance matrix but am having trouble figuring out if that is
possible.
Say, for example, matrix a is a 4x4 covariance matrix with equal
variance and zero covariance elements, i.e.
[,1] [,2] [,3] [,4]
[1,] 4 0 0 0
[2,] 0 4
2002 May 28
1
Missing values in the nlme package
Hi,
I am using the nlme package to fit random effects models, however, I
have many missing values in my response variable which I cannot just
omit.
I can't replace the missing values with the mean or median either as
this is too simple and would need to use something like imputation or
the EM Algorithm.
Is there any way of including these missing values since the model will
not run when
2009 Feb 10
3
summary of a list
Hello,
I'm using the following for loop to find regression curves using a list of functions (formList), a list of starting
values (startList), uppervalues (upperList) and lower values (lowerList).
A sample of the list of function I use in the loop is the following:
FormList <- list(PTG.P ~ fz1(Portata, a, b), PTG.P ~ fz2(Portata, a, b), PTG.P ~ fz3(Portata,a, b, d, e),
PTG.P ~
2006 Jan 28
3
Creating 3D Gaussian Plot
Hello,
I requested help a couple of weeks ago creating a dipole field in R but
receieved no responses. Eventually I opted to create a 3d sinusoidal plot
and concatenate this with its inverse as a means for a "next best"
situation. It seems that this isn't sufficient for my needs and I'm really
after creating a continuous 3d gaussian mesh with a "positive" and
2003 Aug 14
2
How to get the pseudo left inverse of a singular square matrix?
Dear R-listers,
I have a dxr matrix Z, where d > r.
And the product Z*Z' is a singular square matrix.
The problem is how to get the left inverse U of this
singular matrix Z*Z', such that
U*(Z*Z') = I?
Is there any to figure it out using matrix decomposition method?
Thanks a lot for your help.
Fred
2004 Feb 06
1
How to get the pseudo left inverse of a singular squarem atrix?
>I'm rusty, but not *that* rusty here, I hope.
>
>If W (=Z*Z' in your case) is singular, it can not
have >inverse, which by
>definition also mean that nothing multiply by it will
>produce the identity
>matrix (for otherwise it would have an inverse and
>thus nonsingular).
>
>The definition of a generalized inverse is something
>like: If A is a
>non-null
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
$d
[1] 4.178853e+00 2.722005e+00 2.139863e+00
1.867628e+00 1.588967e+00
[6] 1.401554e+00 1.256964e+00 1.185750e+00
1.060692e+00 9.932592e-01
[11] 9.412768e-01 8.530497e-01 8.211395e-01
8.077817e-01 7.706618e-01
[16]
2002 Oct 09
3
Multiplication of Matrices
Hi,
Suppose I have a matrix, A. Is there an easy way to find A^{n}?
I mean, I can do something like:
A %*% A %*% A %*% A
for A^4, but if I want A^{10} it would be kind of annoying...
Cheers,
Kevin
------------------------------------------------------------------------------
Ko-Kang Kevin Wang
Postgraduate PGDipSci Student
Department of Statistics
University of Auckland
New Zealand
2003 Mar 31
2
Does R have an inverse wishart distribution?
If so, I''ve had trouble finding it. Can anyone help?
2011 Nov 23
1
Measure of separation for survival data
Dear all,
I am using R 2.9.2 on Windows XP.
I am undertaking a simulation study to consider methods of external validation in the context of missing covariates in the validation data set. I would like to use Royston's measure of prognostic separation as a method of external validation. Although there is no R code for this, the author informs me that it should be easy:
1. Calculate the
2001 Oct 18
1
AW: General Matrix Inverse
Thorsten is right. There is a direct formula for computing the Moore-Penrose
inverse
using the singular value composition of a matrix. This is incorporated in
the following:
mpinv <- function(A, eps = 1e-13) {
s <- svd(A)
e <- s$d
e[e > eps] <- 1/e[e > eps]
return(s$v %*% diag(e) %*% t(s$u))
}
Hope it helps.
Dietrich
2000 Apr 28
3
Matrix inverse
I haven't found a function that directly calculates the matrix inverse, does it exist? Otherwise what would be the fastest way to do it?
Patrik Waldmann
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2008 Oct 27
1
Algo. for matrix inverse
I am looking fpr a algo to find matrix inverse. Till time I am aware of
Gauss-Jordan Elimination procedure to find the same. Are there any other
algo. as well? What does R use to find the inverse?
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2012 Jul 31
1
about changing order of Choleski factorization and inverse operation of a matrix
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
2009 Dec 06
3
estimate inverse gaussian in R
I have a one-variable data set in R.
The plot of histogram of my numerical variable suggests an inverse
gaussian distribution.
How can I obtain best estimation for the two parameters of inverse
gaussian based on my data?
Thanks.
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