Displaying 20 results from an estimated 10000 matches similar to: "Covariance matrix for first canonical variate"
2002 Dec 04
1
Interpreting canonical correlation (cancor) results
Hi,
from what I understand about the canonical correlation function
'cancor', it looks for correlations in two sets of variables, each
represented in matrix form. Right? Sounds exactly like what I need.
I have tried the following but I am not sure how to interpret the results.
AudioPCs <- c(ArTHarF0PCA$x[,2], ArTHarF1PCA$x[,2], ArTHarF2PCA$x[,2],
ArTHarF3PCA$x[,2],
2006 Aug 23
1
covariance matrix of predictions
Hi !
I am trying to get at the covariance of the predictions of a linear model. Suppose the we have:
> x<-runif(1000)
> y<-2 + 25x*x +rnorm(1000)
> lm1 <-lm(y~x, data = data.frame(y = y, x=x))
> x.pred <-runif(10)
> y.hat <- predict(lm1, newdata = data.frame(x=x.pred))
I was wondering how to get an estimate of the covariance of y.hat which would be a 10 x 10
2001 Jun 11
1
Additional output in cancor
Hi everyone,
Can I suggest an additional output component in cancor, from package
mva? It would be useful to have the number of canonical correlation
vectors, equivalently the rank of the covariance between x and y (label
"rank"). This would usually be min(dx, dy), where dx and dy have
already been computed for the svd function, but there might be
situations where it was less than
2013 Jan 29
3
how to suppress the intercept in an lm()-like formula method?
I'm trying to write a formula method for canonical correlation analysis,
that could be called similarly to lm() for
a multivariate response:
cancor(cbind(y1,y2,y3) ~ x1+x2+x3+x4, data=, ...)
or perhaps more naturally,
cancor(cbind(y1,y2,y3) ~ cbind(x1,x2,x3,x4), data=, ...)
I've adapted the code from lm() to my case, but in this situation, it
doesn't make sense to
include an
2005 Apr 15
0
code for index of canor analysis
i have search the web and not find code to cal these index.so i write one.if there exists code for such index,i hope you can let me know.
this is my first R code.i send the the list and hope uesRs give me some advise for improve it or check if i make any mistake . i appriciate your suggestion .
i have check the result roughly to the SPSS's. though i do not know excatly how SPSS calculate the
2007 Apr 28
2
Calculating Variance-covariance matrix for a multivariate normal distribution.
Dear all R users,
I wanted to calculated a sample Variance covariance matrix of a five-variate normal distribution. However I stuck to calculate each element of that matrix. My question is should I calculate ordinary variance and covariances, taking pairwise variables? or I should take partial covariance between any two variables, keeping other fixed. In my decent opinion is I should go for the
2004 Nov 30
1
about cancor.R
Hello,
I'm a beginning user of R, now I have a question about canonical correlation analysis (cca).
In R,there is a function "cancor.R" used for cca; For example X(n*p1) and Y(n*p2)are the two matrix to be analyzed. In the example given by R, when n> max(p1,n2), cancor(X,Y) works; but when n<p1 or n<p2, cancor(X,Y) doesn't work well because cancor$cor == 1; how to cope
2004 Sep 11
4
Cancor
Dear R's!
I am strugling with cancor procedure in R. I cannot figure out the
meaning of xcoef and of yxcoef.
Are these:
1. standardized coefficients
2. structural coefficients
3. something else?
I have tried to simulate canonical correlation analysis by checking the
eigenstructure of the expression:
Sigma_xx %*% Sigma_xy %*% Sigma_yy %*% t(Sigma_xy).
The resulting eigenvalues were the same
2009 Mar 03
0
SAS Macros for R Users Only
I think SAS Macros has capability to call R, and execute it without it
being in the picture anywhere.
So you can use SAS Macros in a file called R.sas
In this you can create a macro called %Describe that can call R , load Hmisc
,run the describe function
Note you will need repeated use of %put in this %describe for the mapping
to take place
Use %INCLUDE to include that file in all SAS
2002 Nov 05
2
Canonical variates
Hi,
Does anybody know some package or function that computes
canonical variates?
Luis & Janete
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2004 Jun 04
0
New versions of Hmisc and Design on CRAN
New versions of source packages for Hmisc and Design are available from
CRAN for R 1.9 on Linux/Unix. Knowing Uwe Ligges, a Windows binary is
not far behind. Changelogs are at
http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/ChangelogHmisc and
http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/ChangelogDesign .
These versions pass R CMD check for the latest R-devel so I expect they
2004 Jun 04
0
New versions of Hmisc and Design on CRAN
New versions of source packages for Hmisc and Design are available from
CRAN for R 1.9 on Linux/Unix. Knowing Uwe Ligges, a Windows binary is
not far behind. Changelogs are at
http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/ChangelogHmisc and
http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/ChangelogDesign .
These versions pass R CMD check for the latest R-devel so I expect they
2004 Jun 01
1
Problem with .First.lib while running R CMD check
I am having difficulty running R CMD check using the 30May04 version of
R-devel and a new version of the Hmisc package:
* checking S3 generic/method consistency ... WARNING
Error in .tryQuietly({ : Error in library(package, lib.loc = lib.loc,
character.only = TRUE, verbose = FALSE) :
.First.lib failed
Execution halted
See section 'Generic functions and methods' of the
2005 Jan 12
2
Off Topic: Statistical "philosophy" rant
R-Listers.
The following is a rant originally sent privately to Frank Harrell in
response to remarks he made on this list. The ideas are not new or original,
but he suggested I share it with the list, as he felt that it might be of
wider interest, nonetheless. I have real doubts about this, and I apologize
in advance to those who agree that I should have kept my remarks private.
In view of this,
2003 Dec 05
1
Robust Covariance Estimation (NNVE) Package Released
Robust Covariance Estimation Software via Nearest Neighbor Variance Estimation (NNVE)
Software to carry out robust covariance estimation by Nearest Neighbor
Variance Estimation (NNVE) [Wang and Raftery (2002, J. Amer. Statist. Ass.)]
is now available for R and Splus. In the simulation studies published in JASA,
this had mean squared error at least 100 times smaller than that of
other leading
2003 Dec 05
1
Robust Covariance Estimation (NNVE) Package Released
Robust Covariance Estimation Software via Nearest Neighbor Variance Estimation (NNVE)
Software to carry out robust covariance estimation by Nearest Neighbor
Variance Estimation (NNVE) [Wang and Raftery (2002, J. Amer. Statist. Ass.)]
is now available for R and Splus. In the simulation studies published in JASA,
this had mean squared error at least 100 times smaller than that of
other leading
2018 Jan 31
1
What is the default covariance structure in the glmmPQL function (MASS package)?
Hello,
currently I am trying to fit a generalized linear mixed model using the
glmmPQL function in the MASS package. I am working with the data
provided by the book from Heck, Thomas and Tabata (2012) -
https://www.routledge.com/Multilevel-Modeling-of-Categorical-Outcomes-Using-IBM-SPSS/Heck-Thomas-Tabata/p/book/9781848729568
I was wondering, which variance-covariance structure the glmmPQL
2006 Sep 23
1
variance-covariance structure of random effects in lme
Dear R users,
I have a question about the patterned variance-covariance structure for the random effects in linear mixed effect model.
I am reading section 4.2.2 of "Mixed-Effects Models in S and S-Plus" by Jose Pinheiro and Douglas Bates.
There is an example of defining a compound symmetry variance-covariance structure for the random effects in a
split-plot experiment on varieties of
2008 Mar 07
0
How to Estimate Covariance by Week based on a linear regression model
Hi all:
I have always used SPSS to estimate weekly
covariance based on a linear regression model
but have to hard code the model Std. Error and the
Mean-Square and then execute
one week a the time. I was wondering if someone
could give me an idea on how to estimate
weekly(WK) covariance using the summary and anova of
"dfr"(lineal model below). I have
to do this for 52
2012 Feb 03
1
Simulating from "matrix variate normal distribution"
Hello everyone
Is there a function/command to simulate from "matrix variate normal
distribution" in R.
A follow up question would be is there a function/command to obtain the
density, distribution and quantile function of "matrix variate normal
distribution" in R.
Wikipedia has a good description of "matrix variate normal distribution"
which is also alternatively