Displaying 20 results from an estimated 200 matches similar to: "Spectral decomposition"
2001 Aug 16
1
Pie Chart
I've just started using R and I would like to know how to do a pie
chart; The "pie" comand does not exist in the R I am using, why?
Thanks,
Marcos
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2001 Sep 11
1
String variables in GLM
Hello!
I have a dataset with variables in string format (ages class and sex) which
I want to recode as numerical variables. How can I accomplish this? Is
there any way to do that automatically? Could someone help me?
Thanks in advance,
Marcos
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2009 Jan 26
0
Spectral analysis with mtm-svd Multi-Taper Method Combined with Singular Value Decomposition
Hi list,
Does anyone know if there is a library in R that does MTM-SVD method for
spectral analysis?
Thanks
-----
Yasir H. Kaheil
Columbia University
--
View this message in context: http://www.nabble.com/Spectral-analysis-with-mtm-svd-Multi-Taper-Method-Combined-with-Singular-Value-Decomposition-tp21671934p21671934.html
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2007 Jun 29
2
Spectral Decomposition
All of my resources for numerical analysis show that the spectral
decomposition is
A = CBC'
Where C are the eigenvectors and B is a diagonal matrix of eigen values.
Now, using the eigen function in R
# Original matrix
aa <- matrix(c(1,-1,-1,1), ncol=2)
ss <- eigen(aa)
# This results yields back the original matrix according to the formula
above
ss$vectors %*% diag(ss$values) %*%
2008 Jan 06
0
SVD least squares sub-space projection
Hi all,
A good new year for everybody.
Could somebody help me on a question?
The Singular Value Decomposition of a matrix A gives A = U * D * t(V)
I A is a M X N matrix, U is the left singular matrix (M X N), D is a
diagonal singular values matrix (N X N) and V is the transpose right
singular ortogonal matrix (N X N).
By taking the first l columns of V, with gives a (l X l) matrix, i
know
2004 Nov 05
1
fast partial spectral decompositions.
hello,
i want to compute the top k eigenvalues+eigenvectors of a (large)
real symmetric matrix. since it doesn't look like any top-level R
function does this, i'll call LAPACK from a C shlib and then
use .Call. the only LAPACK function i see to do this in
R_ext/Lapack.h is dsyevx. however, i know that in LAPACK dsyevr
can also return a partial eigendecomposition. why is dsyevr not
2004 Nov 05
1
fast partial spectral decompositions.
hello,
i want to compute the top k eigenvalues+eigenvectors of a (large)
real symmetric matrix. since it doesn't look like any top-level R
function does this, i'll call LAPACK from a C shlib and then
use .Call. the only LAPACK function i see to do this in
R_ext/Lapack.h is dsyevx. however, i know that in LAPACK dsyevr
can also return a partial eigendecomposition. why is dsyevr not
2003 Jul 03
2
SVD and spectral decompositions of a hermitian matrix
Hi:
I create a hermitian matrix and then perform its singular value
decomposition. But when I put it back, I don't get the original
hermitian matrix. I am having the same problem with spectral value
decomposition as well.
I am using R 1.7.0 on Windows. Here is my code:
X <- matrix(rnorm(16)+1i*rnorm(16),4)
X <- X + t(X)
X[upper.tri(X)] <- Conj(X[upper.tri(X)])
Y <-
1999 Jun 30
1
qr and Moore-Penrose
> Date: Wed, 30 Jun 1999 11:12:24 +0200 (MET DST)
> From: Torsten Hothorn <hothorn at amadeus.statistik.uni-dortmund.de>
>
> yesterday I had a little shock using qr (or lm). having a matrix
>
> X <- cbind(1,diag(3))
> y <- 1:3
>
> the qr.coef returns one NA (because X is singular). So I computed the
> Moore-Penrose inverse of X (just from the
2012 Jun 20
1
prcomp: where do sdev values come from?
In the manual page for prcomp(), it says that sdev is "the standard
deviations of the principal components (i.e., the square roots of the
eigenvalues of the covariance/correlation matrix, though the
calculation is actually done with the singular values of the data
matrix)." ?However, this is not what I'm finding. ?The values appear
to be the standard deviations of a reprojection of
2011 May 28
0
how to train ksvm with spectral kernel (kernlab) in caret?
Hello all,
I would like to use the train function from the caret package to
train a svm with a spectral kernel from the kernlab package. Sadly
a svm with spectral kernel is not among the many methods in caret...
using caret to train svmRadial:
------------------
library(caret)
library(kernlab)
data(iris)
TrainData<- iris[,1:4]
TrainClasses<- iris[,5]
set.seed(2)
2007 Nov 28
0
Power Spectral Sensity
I am working with a dissolved oxygen dataset. continuous readings are taken
at 15 minute intervals and we have been recording these data at 12 stations
along the savannah river for two years now. The longest set of readings
that are continuous without interuption is 53 days. I would like to look at
the power spectral density at each of these sites (most likely one day will
be the overridding
2012 Mar 08
0
Cross-Power Spectral Density and Welch's Method
Hello to R uers,
I am wondering if there is an easy way to perform a cross-power spectral density estimation of ?two timeseries (x and y) using the Welch's method.
Both packages "bspec" and "oce" provide a function to calculate the PSD with the Welch's method, but only for a timeserie.
Thank you in advance.
Regards,
Pascal
2012 Jan 22
1
Problem with sapa package and spectral density function (SDF)
Hi everybody,
I'm a beginner R user and I'm trying to use the package "sapa" to
estimate the spectral density function of several time series using
the SDF function. For each time series, I want to calculate the
density function at two temporal resolutions (daily and monthly). The
monthly values calculated as a mean of the daily values. I first
create a ts object for both series
2005 Jun 03
0
noise poser spectral density
Dear Signal Processing Expert,
I would like to generate a random stationary signal of gaussian probability density function to simulate narrow band noise at the output of an IF amplifier. I know the receiver's system temperature (Ts) and IF bandwidth (B) therefore I assume that my narrow band noise mean power equals KTsB watts and therefore the power spectral density No=KTs per Hz.
Do you
2018 Apr 10
2
Spectral analisys for for R version 3.4.3
Dear all,
Is there any spectral analisys functionality available for R version 3.4.3?
Series() functionality doesn't work in this version.
Regards
Danniel
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2011 Jul 19
0
Using line spectral pairs for LPC quantization
Dear Stefan,
In the paper "Improved Forward-Adaptive Prediction for MPEG-4 Audio Lossless Coding", a non-linear compander is applied to the parcor coefficients prior to quantization. This compander is designed in order to minimize quantization error, especially for magnitudes close to unity.
If you determine the typical distribution of magnitudes of the LPC coefficients, you could
2006 Jan 24
0
Relating Spectral Density to Chi-Square distribution
Dear list,
I had some confusion regarding what function too use in order too relate
results from spec.pgram() too a chi-square distribution. The documentation
indicates that the PSD estimate can be approximated by a chi-square
distribution with 2 degrees of freedom, but I am having trouble figuring out
how to do it in R, and figuring out what specifically that statement in the
documentation
2006 Oct 19
2
spectral analysis of time series
Dear List-Members,
I would like to draw the amplitudes of different frequencies from a time
series as shown in the attached figure. Does anybody has an idea how to
do it?
Best wishes
Thomas
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2007 Jun 11
0
autoregressive spectral density estimate by andrews' plug-in method?
Hello!
I would like to ask if there is in R a function that estimates the spectral density function of a stochastic series at frequency zero by the "plug-in method", advocated by Andrews in his paper "Heteroscedasticity and Autocorrelation Consistent Covariance Matrix Estimation", Econometrica, 59,817-858. I saw R has functions that employ Andrews' plug-in method using an