similar to: matrix^(-1/2)

Displaying 20 results from an estimated 7000 matches similar to: "matrix^(-1/2)"

2010 Apr 13
1
Lapack, determinant, multivariate normal density, solution to linear system, C language
r-devel list, I have recently written an R package that solves a linear least squares problem, and computes the multivariate normal density function. The bulk of the code is written in C, with interfacing code to the BLAS and Lapack libraries. The motivation here is speed. I ran into a problem computing the determinant of a symmetric matrix in packed storage. Apparently, there are no explicit
2009 Sep 23
2
scaled Schoenfeld residuals
hi sorry if this has been discussed before, but I'm wondering why the scaled Schoenfeld residuals do not follow the defining formula for obtaining them from the ordinary Schoenfeld residuals, but are instead offset by the estimated parameter values. e.g. library(survival) attach(ovarian) sv<-Surv(futime,fustat) f1<-coxph(sv~age+ecog.ps) f1
2006 Nov 07
4
solve computationally singular
Hi uRsers, when inverting a 2 by 2 matrix using solve, I encountered a error message: solve.default(sigma, tol = 1e-07) : system is computationally singular: reciprocal condition number = 1.7671e-017 and then I test the determinant of this matrix: 6.341393e-06. In my program, I have a condition block that whether a matrix is invertible like this: if(det(sigma)<1e-7) return NULL;
2007 Mar 15
1
expm() within the Matrix package
Hi Could anybody give me a bit of advice on some code I'm having trouble with? I've been trying to calculate the loglikelihood of a function iterated over a data of time values and I seem to be experiencing difficulty when I use the function expm(). Here's an example of what I am trying to do y<-c(5,10) #vector of 2 survival times p<-Matrix(c(1,0),1,2) #1x2 matrix
2007 Mar 13
0
multiplying matrix by vector of times
On 8/3/07 22:12, "Gad Abraham" <g.abraham at ms.unimelb.edu.au> wrote: > Laura Hill wrote: >> >> >> On 7/3/07 00:15, "Gad Abraham" <g.abraham at ms.unimelb.edu.au> wrote: >> >>>> On 6 Mar 2007, at 08:54, Laura Hill wrote: >>>> >>>>> Hi, >>>>> >>>>> My name is
2017 Feb 09
2
R CMD check error
Martyn, No, that didn't work. One other thing in the mix (which I don't think is the issue) is that I call one of the C-entry points of expm. So the DESCRIPTION file imports expm, the NAMESPACE file imports expm, and the init.c file is #include "R.h" #include "R_ext/Rdynload.h" /* Interface to expm package. */ typedef enum {Ward_2, Ward_1, Ward_buggy_octave}
2017 Feb 10
0
R CMD check error (interfacing to C API of other pkg)
>>>>> Therneau, Terry M , Ph D <therneau at mayo.edu> >>>>> on Thu, 9 Feb 2017 12:56:17 -0600 writes: > Martyn, > No, that didn't work. > One other thing in the mix (which I don't think is the issue) is that I call one of the > C-entry points of expm. So the DESCRIPTION file imports expm, the NAMESPACE file imports
2011 Aug 17
2
An example of very slow computation
This message is about a curious difference in timing between two ways of computing the same function. One uses expm, so is expected to be a bit slower, but "a bit" turned out to be a factor of >1000. The code is below. We would be grateful if anyone can point out any egregious bad practice in our code, or enlighten us on why one approach is so much slower than the other. The problem
2007 Mar 06
2
Estimating parameters of 2 phase Coxian using optim
Hi, My name is Laura. I'm a PhD student at Queen's University Belfast and have just started learning R. I was wondering if somebody could help me to see where I am going wrong in my code for estimating the parameters [mu1, mu2, lambda1] of a 2-phase Coxian Distribution. cox2.lik<-function(theta, y){ mu1<-theta[1] mu2<-theta[2] lambda1<-theta[3]
2017 Feb 08
2
R CMD check error
I have a local library which depends on the expm library. The expm library is loaded into my personal space and I have the environment variable R_LIBS_USER set appropriately. The command "library(expm)" works just fine from the command line, and in fact the package works if I do the source() and dyn.load() commands by hand. The following sequence works: tmt% R CMD build
2017 Feb 09
2
R CMD check error
Martin, I am aware of --vanilla; I use it myself for some testing. In this case R_LIBS_USER was set externally (part of my login) and does not involve any of the R scripts. That means it is inherited by any subprocess. For example: tmt1495% R --vanilla --no-environ R version 3.3.1 (2016-06-21) -- "Bug in Your Hair" Copyright (C) 2016 The R Foundation for Statistical Computing
2017 Feb 09
0
R CMD check error
On Wed, 2017-02-08 at 15:51 -0600, Therneau, Terry M., Ph.D. wrote: > I have a local library which depends on the expm library.??The expm library is loaded into? > my personal space and I have the environment variable R_LIBS_USER set appropriately.??The? > command "library(expm)" works just fine from the command line, and in fact the package? > works if I do the source() and
2017 Feb 09
0
R CMD check error
On Thu, 2017-02-09 at 09:52 -0600, Therneau, Terry M., Ph.D. wrote: > Martin, > ? I am aware of --vanilla; I use it myself for some testing.??In this case R_LIBS_USER was? > set externally (part of my login) and does not involve any of the R scripts.??That means? > it is inherited by any subprocess.??For example: > > tmt1495% R --vanilla --no-environ > > R version 3.3.1
2011 Aug 30
2
Multivariate Normal: Help wanted!
I have the following function, a MSE calc based on some Multivariate normals: MV.MSE<-function(n,EP,X,S){ (dmvnorm(X,mean=rep(0,2),I+S+EP)-dmvnorm(X,mean=rep(0,2),I+S))^2 + 1/n*(dmvnorm(X,mean=rep(0,2),1+S+EP/2)*det(4*pi*EP)^-.5- (dmvnorm(X,mean=rep(0,2),I+S+EP ))^2)} I can get the MV.MSE for given values of the function e.g
2007 Mar 06
1
expm()
Can the expm function be used to calculate the exponential of a matrix where the matrix is multiplied by a vector in a data frame? For example for (i in 1:length(y)){ expmN<-expm(Q*y[i]) Q<-Matrix(c(1, 2, 3, 4), 2, 2) return(expmN) } Sorry I am new to R and I have been finding it difficult to get information on calculating Matrix exponentials in R. Many thanks in
2007 Jun 15
0
Question with nlm
Hi, I would really appreciate if I could get some help here. I'm using nlm to minimize my negative log likelihood function. What I did is as follows: My log likelihood function (it returns negative log likelihood) with 'gradient' attribute defined inside as follows: # ==========Method definition====================== logLikFunc3 <- function(sigma, object, totalTime) { y <-
2003 Jul 21
0
correlated residuals in gls: Coefficient matrix not invertible
Dear Rers, I have threes series, x, y, z and I want to fit a model z ~ x + y. First of all, I fit a lm. I found the residuals are correlated, by looking at the acf() and pacf(). Then I tried to fit a gls model allowing residuals to be correlated (correlation = corARMA(p=5, q=1)): y.na <- as.data.frame(y[complete.cases(y),]) y.gls <- gls(z ~ x + y, data = y.na, correlation=corARMA(p=5,
2010 Aug 25
3
What does this warning message (from optim function) mean?
Hi R users, I am trying to use the optim function to maximize a likelihood funciton, and I got the following warning messages. Could anyone explain to me what messege 31 means exactly? Is it a cause for concern? Since the value of convergence turns out to be zero, it means that the converging is successful, right? So can I assume that the parameter estimates generated thereafter are reliable MLE
2010 Oct 14
1
Fw: Problem to create a matrix polynomial
Awaiting some suggestion. Was my question not very understandable? Please let me know how can I offer more elaborate clarification. Additionally, I would like to solve the determinant of "p1" for the values of "z" (I am working with some multivariate time series modelling). When I use det() function, it am getting error that, that function is not for objects with class
2010 Nov 08
1
Exponent of sqr symmetric matrix
Dear R experts, I really have difficulty when I try to deal with this question. suppose X is a square symmetric matrix. The exponent of X is defined by the matrix limit as following: exp(X) = lim (I + X/n)^n, note: the limit is from n to infinite. How can I write R function for the above? Thank you very much -- View this message in context: