similar to: algebra

Dear all, I'm currently working on converting mathematica code (https://github.com/ASDSE/thermosimfit/blob/master/Packages/thermoHD-Comp/thermoCacheHD-1Comp.m) to R. The code is related to solve algebraic systems. > eqthermo = {h0 == h + hd + hga, d0 == d + hd, ga0 == ga + hga, kga == > ???? hga / (h * ga), kd == hd / (h * d)}; > > (* IDA HD*) > sthdIDAcacheHD[fkd_, fkga_,

I needed a symbolic and algebraic computation software. The best solution I've found so far is maxima computer algebra system. I was wondering if there is any R package that has similar features as maxima's or somebody could point me to reference manuals on how to use R for this purpose. Thanks, Angel

the following returns an error in an 'exists' call on my machine MyEnv <- new.env() setClass("Numeric", "numeric", where=MyEnv) franklin parlamis > version _ platform powerpc-apple-darwin8.7.0 arch powerpc os darwin8.7.0 system powerpc, darwin8.7.0 status beta major 2 minor 4.0 year

Dear all, I am the author of an open-source package for mathematical optimization and automatic differentiation called CasADi (www.casadi.org) and have recently started realize the potential of the LLVM project. At the core of CasADi are two fast interpretors for mathematical expressions and I'm now planning to complement these with JIT-compilation using LLVM. Does anyone know if there is

This has ABSOLUTELY nothing to do with R but I was hoping that someone might know because there are obviously a lot of very bright people on this list. Suppose I had a time series of data and at each point in time t, I was calculating x bar + plus minus sigma where x bar was based on a moving window of size n and so was sigma. So, if I was at time t , then x bar t plus minus sigma_t would be

Dear all, I wanted to create the mean using a algebra matrix. so I tried this one: > meanAnimals <- new3%*%factorial (Calculates the matrix multiplication of the new3 * factorial). But I get the following error message: Error in new3 %*% factorial : non-conformable arguments These are my matrices: > new3 [,1] [,2] [1,] 1.350 8.1 [2,] 465.000 423.0

Dear R-users, would it be a better way to construct the matrix below without using any for-loop or model.matrix? preferably with some matrix algebra? Thanks in advance, Carlo Giovanni Camarda ## dimensions m <- 3 n <- 4 mn <- m*n k <- m+n-1 ## with a for-loop X <- matrix(0, mn, k) for(i in 1:n){ wr <- 1:m+(i-1)*m wc <- rev(1:m+(i-1)) where <- cbind(wr,wc)

I'd like to use some matrix algebra in my c code that is called from R. I need matrix multiplication, transposition, and Cholesky decomposition. I haven't come across any easy way to do this, but from browsing the web and R-devel a few options come to mind: 1. use F77_CALL() to call matrix multiplication functions from blas. This should be ok as long as I remember that c and FORTRAN store

Hi all, In preparation for teaching a class next week, I've been reviewing R's standard modelling algebra. I've used it for a long time and have a pretty good intuitive feel for how it works, but would like to understand more of the technical details. The best (online) reference I've found so far is the section in "An Introduction to R"

Has anyone writtent an R function for estimating linear models with distributed lags(using matrix algebra)? Yt=B0+S j=1j=10 Xt-j+e Thanks a lot! --------------------------------- [[alternative HTML version deleted]]

Greetings: We are evaluating the performance of R matrix algebra es as we port a MATLAB R14 script into R. The MATLAB code basically evaluates the AX=B system on sparse matrices that result in output matrices of 100 to 1,000,000 rows/columns. Our R prototype script uses spase base matrices and the methods qr() and qr.coeff(). The following statements are called inside a doubly-nested loop: G

Hi, I have an n x m matrix of numerical observations. ie. stock prices I wish to convert the matrix of observations to a matrix of simple returns (by taking the differences between (column) observations.) Can any good soul suggest a function for this? -- View this message in context: http://r.789695.n4.nabble.com/R-beginner-matrix-algebra-tp4653335.html Sent from the R help mailing list

Fit NLE - was: [R] computer algebra in R Original post: https://stat.ethz.ch/pipermail/r-help/2023-November/478619.html Dear Kornad, I think I have started to understand what you try to achieve. The problem is to fit a NLE and compute the parameters of the NL-Eq. I have included the R Help-list back in the loop, as I am not an expert in optimization. Goal: y ~ I0 + IHD * hd + ID * d; where: y

On 21/03/2005, at 10:09 PM, David Firth wrote: > I am sorry that I wasn't clear. All that I meant was that *this* > problem can result in different behaviour in "ordinary" statistical > applications. For example, if the objective function in a call to > optim() involves calling one of these linear algebra routines, the > result may be NaN (on systems other than Mac

>From time to time people request symbolic computations beyond what D() and deriv() etc can provide. A brief look at the internet shows that there are many more or less developed computer algebra packages freely available. Therefore, I wondered if it would be an idea to try to 'integrate' one of these packages in R, which I guess can be done in more or less elegant ways... I do not know

1) I want to calculate a regression, but when I enter > lm(formula=KS~libor+adj.close) I only get the following: Call: lm(formula = KS ~ libor + adj.close) Coefficients: (Intercept) libor adj.close -56.38666 55.39709 -0.01836 I don't get the estimated standard deviation, error, t-value etc. anymore which I used to get when I use an old version (2yrs ago). What command

Hello I am trying to import the attached file Curva LIBOR to R. I am trying to use the following commands and obtaining the following errors > res <- read.xlsx("C:\\Users\\FELIPE PARRA\\Documents\\Quantil\\Federacion\\Curva LIBOR.xlsx", 4) Error en .jcall(rowCells[[ic]], "I", "getColumnIndex") : RcallMethod: invalid object parameter > res <-

To state my objective again because I was unclear about it. I want to write a interpretor/compiler that can handles mathematical vector/matrix with linear algebra operation on llvm. Something like matlab/R. I am thinking at a higher level like performing type, and shape inference on matrix/vector type, unrolling the inner loop of matrix operation of full algebraic expression instead of computing

about 30mbits/s (3750kBytes/s) from a Windows NT Workstation to the Samba server, and, as strange as it may be, 25mbits/s (3175kBytes/s) from the Samba server to the NT Workstation. Using FTP, I get the same both ways (30mbits/s)... I don't know why my from Samba to Windows speed is slower than the other direction, but the speed is not bad for a Pentium 100, so i'm not complaining. What

Hi all. I've been lurking and posting on this list for a few years now. Prior to that, I managed the US Convertible Arbitrage portfolio for Amaranth Advisors. I recently agreed to manage a similar portfolio for a different hedge fund and am looking for someone to join me, essentially as the principal quant for a new San Francisco office. I've been very impressed with the posters on