similar to: Matrix question: obtaining the square root of a positive definite matrix?

Displaying 20 results from an estimated 2000 matches similar to: "Matrix question: obtaining the square root of a positive definite matrix?"

2012 Jul 06
3
estimating NA values against selected slots
Dear R Users, Could you please help me on the following issue? I have a real large yearly data set. For each year I have 365 flow values. Some of the flow values are not known and that’s why you will see NA written in those slots. I wanted to know, is there a way that I can estimate those values? I tried approx command but it seems least helpful for the kind of issue I am up against.
2012 Jul 10
2
estimation of NA by predict command
Dear arun and all R users, I will first of all try to simply define my issue.. I have data in the following format Year Discharge dd/mm/yyyy x .. … … … There are some NA values in the discharge which I would like to predict by using “predict command”. I cant figure out the way to write the coding for that. Could you please help me on that??? I have also ,written
2013 May 15
1
x and y lengths differ
I have a problem with R. I try to compute the confidence interval for my df. When I want to create the plot I have this problem: Error in xy.coords(x, y, xlabel, ylabel, log) : 'x' and 'y' lengths differ. I try this code: library(dplR) df.rwi <- detrend(rwl = df, method = "Spline",nyrs=NULL) write.table(df.rwi,file="rwi.txt",quote=FALSE,row.names=TRUE)
2005 Jun 03
2
using so-library involving Taucs
Dear R developers, The trace of the hat matrix H~(n,n) is computed as follows: tr(H) = tr(BS^-1B') = tr(S^-1B'B) := tr(X) = sum(diag(X)) with B~(n,p), S~(p,p). Since p is of the order 10^3 but S is sparse I would like to employ Taucs linear solver ( http://www.tau.ac.il/~stoledo/taucs/ ) on SX = B'B. (Further improvement by implying a looping over i=1,...,p, calling
2012 Jul 30
2
distance matrix and hclustering
Dear R Users,i am very new to R. I want your help on an issue regarding distance matrix and cluster analysis i had discharge data of 4 rivers(a,b,c,d) in 4 vectors each having 364 values > dput(qmu)structure(list(a = c(0.26, 0.25, 0.25, 0.25, 0.24, 0.23, 0.22, 0.21, 0.21, 0.21, 0.2, 0.19, 0.19, 0.19, 0.19, 0.18, 0.18, 0.18, 0.17, 0.17, 0.17, 0.17, 0.17, 0.17, 0.17, 0.17, 0.17, 0.17, 0.17, 0.17,
2011 Jun 09
3
[LLVMdev] -fplugin-arg-dragonegg-enable-gcc-optzns status
Duncan, Below are the tabulated compile times and executable sizes. A) gcc 4.5.4svn using -msse3 -ffast-math -O3 -fno-tree-vectorize B) gcc 4.5.4svn/dragonegg using -msse3 -ffast-math -O3 -fno-tree-vectorize -fplugin-arg-dragonegg-enable-gcc-optzns C) gcc 4.5.4svn/dragonegg using -msse3 -ffast-math -O3 -fno-tree-vectorize Compile time (seconds) Benchmark A) stock B) gcc 4.5.4/ C)
2011 Jun 09
0
[LLVMdev] -fplugin-arg-dragonegg-enable-gcc-optzns status
Hi Jack, thanks for doing this. > Below are the tabulated compile times and executable sizes. > > A) gcc 4.5.4svn using -msse3 -ffast-math -O3 -fno-tree-vectorize > B) gcc 4.5.4svn/dragonegg using -msse3 -ffast-math -O3 -fno-tree-vectorize -fplugin-arg-dragonegg-enable-gcc-optzns > C) gcc 4.5.4svn/dragonegg using -msse3 -ffast-math -O3 -fno-tree-vectorize These numbers really
2006 Mar 20
1
help on regression
Dear R-users, I would like to know if there is any way to minimize || y - Xb||^2 under the constraint b'b=1. Thank you Giancarlo
2006 Aug 09
1
minimization a quadratic form with some coef fixed and some constrained
Hello, all, I had problems with an extension to a classic optimization problem. The target is to minimize a quadratic form a'Ma with respect to vector b, where vector a=(b',-1)', i.e., a is the expand of b, and M is a symmetric matrix (positive definite if needed). One more constrain on b is b'b=1. I want to solve b given M. I tried but it seems impossible to find an analytic
2006 Jan 11
0
Obtaining the adjusted r-square given the regression coef ficients
Hello Alexandra, R2 is only defined for regressions with intercept. See a decent econometrics textbook for its derivation. HTH, Bernhard -----Urspr??ngliche Nachricht----- Von: Alexandra R. M. de Almeida [mailto:alexandrarma at yahoo.com.br] Gesendet: Mittwoch, 11. Januar 2006 03:48 An: r-help at stat.math.ethz.ch Betreff: [R] Obtaining the adjusted r-square given the regression coefficients
2006 Jan 12
0
Obtaining the adjusted r-square given the regression
Hi people, I want to obtain the adjusted r-square given a set of coefficients (without the intercept), and I don't know if there is a function that does it. Exist???????????????? Dear Alexandra, Without knowing what routine you were using that returned an R-Square value too you, it is a little difficult to tell. I am not able to comment on your routine, but I'll try to give a
2010 Jun 09
1
equivalent of stata command in R
Dear all, I need to use R for one estimation, and i have readily available stata command, but i need also the R version of the same command. the estimation in stata is as following: 1. Compute mean values of relevant variables . sum inno lnE lnM Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------
2010 Jun 09
1
equivalent of stata command in R‏
From: saint-filth@hotmail.com To: saint-filth@hotmail.com Subject: RE: Date: Wed, 9 Jun 2010 09:53:20 +0000 OK! sorry thats my fault, here the translations of the stata commands 1st step is to get the mean values of the variables, well that doesnt need explanation i guess, 2nd step is to estimate the model on panel data estimation method which is:
2014 Aug 10
2
New Python API? (was: Re: About the return value of value_value)
(renaming subject as I am partially getting off-topic) On Sunday 10 August 2014 16:26:07 Richard W.M. Jones wrote: > > The next issue I see now is about the value_value function. This is > > briefly documented as: "return data length, data type and data of a > > value". > > > > For Perl, Python and OCaml, this is not true. A tuple is returned > >
2006 Jan 10
2
Obtaining the adjusted r-square given the regression coefficients
Hi people, I want to obtain the adjusted r-square given a set of coefficients (without the intercept), and I don't know if there is a function that does it. Exist???????????????? I know that if you make a linear regression, you enter the dataset and have in "summary" the adjusted r-square. But this is calculated using the coefficients that R obtained,and I want other coefficients
2012 Jul 31
1
about changing order of Choleski factorization and inverse operation of a matrix
Dear All, My question is simple but I need someone to help me out. Suppose I have a positive definite matrix A. The funtion chol() gives matrix L, such that A = L'L. The inverse of A, say A.inv, is also positive definite and can be factorized as A.inv = M'M. Then A = inverse of (A.inv) = inverse of (M'M) = (inverse of M) %*% (inverse of M)' = ((inverse of
2011 Jun 09
3
[LLVMdev] -fplugin-arg-dragonegg-enable-gcc-optzns status
On Thu, Jun 09, 2011 at 03:44:40PM +0200, Duncan Sands wrote: > Hi Jack, thanks for doing this. > >> Below are the tabulated compile times and executable sizes. >> >> A) gcc 4.5.4svn using -msse3 -ffast-math -O3 -fno-tree-vectorize >> B) gcc 4.5.4svn/dragonegg using -msse3 -ffast-math -O3 -fno-tree-vectorize -fplugin-arg-dragonegg-enable-gcc-optzns >> C)
2005 Mar 08
3
question about vpn
on i have a small question we have a linux box with a windows 2003 server well we natted all the ports and mail is working remote desktop is working web is working the only thing that does not work is vpn how can i foward vpn traffic to this server i checked the site and searched for foward vpn and got nothen can somone please enlight me where to start Marshal McInnis Tech / Web
2009 Nov 25
1
R: Re: R: Re: chol( neg.def.matrix ) WAS: Re: Choleski and Choleski with pivoting of matrix fails
Dear Peter, thank you very much for your answer. My problem is that I need to calculate the following quantity: solve(chol(A)%*%Y) Y is a 3*3 diagonal matrix and A is a 3*3 matrix. Unfortunately one eigenvalue of A is negative. I can anyway take the square root of A but when I multiply it by Y, the imaginary part of the square root of A is dropped, and I do not get the right answer. I tried
2009 Nov 23
1
R: Re: chol( neg.def.matrix ) WAS: Re: Choleski and Choleski with pivoting of matrix fails
It works! But Once I have the square root of this matrix, how do I convert it to a real (not imaginary) matrix which has the same property? Is that possible? Best, Simon >----Messaggio originale---- >Da: p.dalgaard at biostat.ku.dk >Data: 21-nov-2009 18.56 >A: "Charles C. Berry"<cberry at tajo.ucsd.edu> >Cc: "simona.racioppi at