similar to: How to solve A'A=S for A

Dear R helpers, is there a function or way within R to solve A'A=S for A, where all matrices have p x p order and S is a variance-covariance matrix? Thank you, Ralf Engelhorn

The following query raises the question: What is it that students learn from point and click dialogs?" Date: Fri, 03 Oct 2003 16:57:42 -0400 From: To: s-news at lists.biostat.wustl.edu Subject: Splus question Message-ID: <BAY9-F52Q7OoK42LpqI000238f3 at hotmail.com> I don't know if this is the right list to post this question. If not, please let me know where I should post this. I

Given a matrix B, where B=A'A, how can I find A? In other words, if I have a matrix B which I know is another matrix A times its transpose, can I find matrix A? Thanks, Mike

Berton Gunter has written in part: > A few comments: > First, your remarks are interesting and, I would say, mainly well founded. However, I think they > are in many respects irrelevant, although they do point to the much bigger underlying issue, > which Roger Peng also hinted at in his reply. > I think they are sensible because R IS difficult; the documentation is often

I would have expected the function getAnywhere to have behaved differently in the following: > search() [1] ".GlobalEnv" "file:C:/R/Rdata/miya/.Rdata" [3] "package:boot" "package:methods" [5] "package:ctest" "package:mva" [7] "package:modreg"

Hi: Does R have a function as gsorth is SAS, that perform a the Gram-Schmidt orthonormal factorization of the m ?n matrix A, where m is greater than or equal to n? That is, the GSORTH subroutine in SAS computes the column-orthonormal m ?n matrix P and the upper triangular n ?n matrix T such that A = P*T. or any other version of Gram-Schmidt orthonormal factorization? I search the help, but I

Hi, Why the qr() produces a negative Q compared with Gram-Schmidt? (note example below, except Q[2,3]) Here is an example, I calculate the Q by Gram-Schmidt process and compare the output with qr.Q() a <- c(1,0,1) b <- c(1,0,0) c <- c(2,1,0) x <- matrix(c(a,b,c),3,3) ########################## # Gram-Schmidt ########################## A <- matrix(a,3,1) q1 <-

I am having difficulty coming to grips with Appendix B.2 of the otherwise very useful "An Introduction to R" and the related help file for Startup. I am running RGui 1.6.0 on a Windows 2000 machine from the default installation. How the concepts discussed in B.2 and the Startup help file relate to what I see on my machine is something of a mystery. I quote from the Startup file:

Hi. I have been looking at the PCAproj function in package pcaPP (R 2.4.1) for robust principal components, and I'm trying to interpret the results. I started with a data matrix of dimensions RxC (R is the number of rows / observations, C the number of columns / variables). PCAproj returns a list of class princomp, similar to the output of the function princomp. In a case where I can

To follow up on my previous question, suppose a user R session wants to unload one workspace and load another within an R session. Is the following the correct sequence? 1. save.image() to save the current workspace as .Rdata in the current working directory. 2. rm(list=ls()) to remove everything from the workspace. 3. setcwd("xxx") to set the new working directory. 4.

As an alternative to the use of multiple shortcus to gain entry to different R environments on WIndows platforms I would like to suggest the use of two R functions written by my colleague John Miyamoto. I have taken the liberty of attaching their definitions to this message. Their efficient use is based on adopting the following regimen or something like it: (1) at startup attach an .Rdata

Dear R community: I want to simulate a regression matrix which is generated from an orthonormal matrix X of dimension 30*10 with different between-column pairwise correlation coefficients generated from uniform distribution U(-1,1). Thanks in advance! Rui [[alternative HTML version deleted]]

Hello R-users, is it possible to navigate from one workspace to the other from within an R session or does one has to close R and restart it from the directory where resides the desired workspace? For example from Splus I have this little function, see at the end, which I used all the time to navigate between valid Splus directories. I find this particularly usefull when I develop new

Hey, R-listers, I have a question about determining the orthogonal basis vectors. In the d-dimensinonal space, if I already know the first r orthogonal basis vectors, should I be able to determine the remaining d-r orthognal basis vectors automatically? Or the answer is not unique? Thanks for your attention. Fred

I'm using the dovecot-stable from 7/30, authenticating against an OpenLDAP server. From time to time, dovecot stops responding to new queries. It seems to be a self-correcting problem, lasting about 20 minutes. Here's how it starts: Aug 18 19:38:23 cliff dovecot: imap-login: Disconnected: Inactivity [150.253.42.12] Aug 18 19:38:36 cliff dovecot: pop3-login: Disconnected: Inactivity

Dear R community: I am trying to do a simulation study mentioned by Fu (1998), Journal of Computational and Graphical Statistics, Volume7, Number 3, Page 397-416. In order to give a clear statement of quesion I copy the following paragraph from the article: We compare the bridge model with the OLS, the lasso and the ridge in a simulation of a linear regression model of 30 observations and 10

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

Hi, this is both a statistical and a R question... what would the best way / test to detect an outlier value among a series of 10 to 30 values ? for instance if we have the following dataset: 10,11,12,15,20,22,25,30,500 I d like to have a way to identify the last data as an outlier (only one direction). One way would be to calculate abs(mean - median) and if elevated (to what extent ?) delete the

I just upgraded my production box from 1.0-stable to 1.0.alpha1. I've noted some new errors in my dovecot logs: Aug 28 23:23:56 cliff dovecot: IMAP(rsferra): Corrupted index cache file /mail/mcad.edu/rsferra/Maildir/.Sent Items/dovecot.index.cache: indexid changed Aug 28 23:33:57 cliff dovecot: IMAP(acarr): Corrupted transaction log file /mail/mcad.edu/acarr/Maildir/.Deleted

Hello, I'm fairly new to R, and despite spending quite some time exploring, testing, and looking for answers, I still have a couple of questions remaining... The first one is about creating a dataframe using a list of the variable names . I get this output file from a database: BOB <- c('A/A', 'C/C', '15/27') MARY <- c('A/A', NA, '13/12') JOHN