similar to: Matrix Multiplication

Undoubtedly a simple question: I've looked at order() and sort() in the help pages for R1.7.1. It doesn't appear that these functions are immediately suited to doing the same thing as PROC SORT DATA = BLAH; BY X Y Z; RUN; in SAS. I have also checked Frank Harrell's Hmisc library. Could someone point me in the right direction so I can sort by the levels of Z within the levels of

Hi all, I have been searching all sorts of documentation, reference cards, cheat sheets but can't find why R's crossprod(A, B) which is identical to A%*%B does not produce the same as Matlabs cross(A, B) Supposedly both calculate the cross product, and say so, or where do I go wrong? R is only doing sums in the crossprod however, as indicated by (z <- crossprod(1:4)) # = sum(1 +

Win2k, R1.6.2. I've been using Splus 6.1 and wanted to try the same regression analysis in R. Using "names( blah.lm )" in R yields [1] "coefficients" "residuals" "effects" "rank" [5] "fitted.values" "assign" "qr" "df.residual" [9] "xlevels"

Hello, while testing the crossprod() function under Linux, I noticed the following: set.seed(883) x <- rnorm(100) x %*% x - sum(x^2) # equal to 1.421085e-14 Is this difference normal? It seems to be rather large for double precision. Regards, Alexis. [[alternative HTML version deleted]]

This is a Request For Comment, also BCCed to 390 package maintainers of reverse dependencies of the Matrix package. Most users and package authors working with our 'Matrix' package will be using it for numerical computations, and so will be using "dMatrix" (d : double precision) matrix objects M, and indirectly, e.g., for M >= c will also use "lMatrix" (l:

>>>>> peter dalgaard <pdalgd at gmail.com> >>>>> on Fri, 16 Sep 2016 13:33:11 +0200 writes: > On 16 Sep 2016, at 12:41 , Alexis Sarda <alexis.sarda at gmail.com> wrote: >> Hello, >> >> while testing the crossprod() function under Linux, I noticed the following: >> >> set.seed(883)

The following is at least as much out of intellectual curiosity as for practical reasons. On reviewing some code written by novices to R, I came across: crossprod(x, y)[1,1] I thought, "That isn't a very S way of saying that, I wonder what the penalty is for using 'crossprod'." To my surprise the penalty was substantially negative. Handily the client had S-PLUS as

Anybody out there successfully using the Salford Fortran compilers with R? I have created a DLL using the Salford FTN95 compiler and it works in as far I can dyn.load it, run the routines and get the right answers back. Unfortunately subsequently, sometime later, the Rgui crashes (access violation I think from the DrWatson log). The crashes depend on whether or not I paste the code as one

Dear R-devel readers: I am really stuck trying resolving an issue with the use of the Matrix in one of my packages, irlba, with R-2.14.0. When I use crossprod with at least one sparse argument in the packaged code I receive the error: Error in crossprod(x, y) : requires numeric/complex matrix/vector arguments However, when I run the code outside of the context of the package it works fine.

I am one of only 5 or 6 people in my organization making the effort to include R/Splus as an analysis tool in everyday work - the rest of my colleagues use SAS exclusively. Today, one of them made the assertion that he believes the numerical algorithms in SAS are superior to those in Splus and R -- ie, optimization routines are faster in SAS, the SAS Institute has teams of excellent numerical

Full_Name: Christoph Schmutz, MeteoSchweiz, Switzerland Version: R1.7.1, R1.8.1 OS: windows2000, solaris sunOS 5.8 Submission from: (NULL) (141.249.133.6) I'm not sure if I don't get the clue, but please consider this: > strptime("19930870150","%Y%j%H%M") [1] "1993-03-28 01:50:00" > strptime("19930870250","%Y%j%H%M") [1]

>>>>> Alexis Sarda <alexis.sarda at gmail.com> >>>>> on Tue, 20 Sep 2016 17:33:49 +0200 writes: > I just realized that I was actually using a different random number > generator, could that be a valid reason for the discrepancy? > The code should be: > RNGkind("L'Ecuyer") > set.seed(883) > x <-

Hi the manpage says that crossprod(x,y) is formally equivalent to, but faster than, the call 't(x) %*% y'. I have a vector 'a' and a matrix 'A', and need to evaluate 't(a) %*% A %*% a' many many times, and performance is becoming crucial. With f1 <- function(a,X){ ignore <- t(a) %*% X %*% a } f2 <- function(a,X){ ignore <-

Dear R-users, I found a strange problem working with products of two matrices, say: a <- A[i, ] ; crossprod(a) where i is a set of integers selecting rows. When i is empty the result is in a sense random. After some trials the right answer (a matrix of zeros) appears. --------------- Illustration -------------------- R : Copyright 2003, The R Development Core Team Version 1.8.0

Hi Martin, package arules heavily relies on ngCMatrix and uses multiplication and addition for logical operations. I think it makes sense that in a mixed operation with one dgCMatrix and one ngCMatrix the ngCMatrix should be "promoted" to a dgCMatrix. The current behavior of %*% and friends is in deed confusing: > m <- matrix(sample(c(0,1), 5*5, replace=TRUE), nrow=5) >

Hi! I have used the Matrix package (Version: 0.995-10) successfully to obtain the OLS solution for a problem where the design matrix X is 44000x6000. X is very sparse (about 80000 non-zeros elements). Now I want to do WLS: (X'WX)^-1X'Wy I tried W=Diagonal(length(w),w) and wX=solve(X,W) but after various minutes R gives a not enough memory error (Im using a 64bit machine with 16Gigs

Hi Martin I got stung by this last week. glmnet produces a coefficient matrix of class ?dgCMatrix? If a predictor matrix was created using sparseMatrix as follows, one gets unexpected results, as this simple example shows. My fix was easy (I always convert the predictor matrix to class ?dgCMatrix? now) Trevor > y=Matrix(diag(4)) > y 4 x 4 diagonal matrix of class "ddiMatrix"

Dear addresses, I need perform a batch of 10 000 simulations for each of 4 options considered. (The idea is to obtain the parameter estimates in a heteroskedastic linear regression model - with additive or mixed heteroskedasticity - via the Kenward-Roger small-sample adjusted covariance matrix of disturbances). For this purpose I wrote an R program which would capture all possible options (true

Hello. I'm trying to solve a quadratic programming problem of the form min ||Hx - y||^2 s.t. x >= 0 and x <= t using solve.QP in the quadprog package but I'm having problems with Dmat not being positive definite, which is kinda okay since I expect it to be numerically semi-definite in most cases. As far as I'm aware the problem arises because the Goldfarb and Idnani method first

Hi All I am really very interested in starting to use R within our company. I particularly like the open source nature of the product. My company is a medical research company which is part of the University of London. We conduct contract virology research for large pharma companies. My question is how do we validate this software? I wonder if anyone else has had the problem and might be able to