Displaying 20 results from an estimated 9000 matches similar to: "Eigen values"
2007 Jul 04
3
working with matrix
I am new in R and I want to solve this problem;
I have a matrix X (with n-rows and p-colums) my problem is to obtain the products of the vectors of rows and print out only the maximum value and identify the row that gives the maximum value. Thanks
Oyeyemi, G.M
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Don't pick lemons.
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2008 May 07
3
Importing data
Hi everyone, please I'm having problem importing data from Stata and excel. Help me out.
Thanks
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2005 May 01
2
eigen() may fail for some symmetric matrices, affects mvrnorm()
Hi all,
Recently our statistics students noticed that their Gibbs samplers were
crashing due to some NaNs in some parameters. The NaNs came from
mvrnorm (Ripley & Venables' MASS package multivariate normal sampling
function) and with some more investigation it turned out that they were
generated by function eigen, the eigenvalue computing function. The
problem did not seem to happen
2008 May 09
1
Multivariate simulation
Dear everyone, I am having problem simulating multivariate data. Though I was able to simulate the data, but finding the variance-covariance matrix of simulated data did not give exact covariance matrix used in simulating the data. Unlike some other packages, like stata, using command "corr2data" will simulate data having the covariance matrix exactly with the specified covariance
2013 Apr 19
3
Reading CSV file
I am trying to read a csv file using the code;
contol <- read.csv("RBS.csv")
This is the error message I got;
Error in file(file, "r") : unable to open connection
In addition: Warning message:
In file(file, "r") :
cannot open file 'RBS.csv', reason 'No such file or directory'
Where was the mistake?
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OYEYEMI, Gafar Matanmi (Ph.D)
Senior
2008 Aug 22
1
Retrieving sample points
Hi everyone. My problem is about multivariate analysis. Given a multivariate data X, of dimension (n by p), n is the number of observations while p is the number of variables. I wanted a sample of size p+1 that will have its product of the eigen values of the covariance matrix to be the minimum among all the possible samples (n combination (p+1)). I have written a syntax with worked well, but the
2010 Jul 01
5
identifying odd or even number
Hi, I run into problem when writing a syntax, I don't know syntax that will return true or false if an integer is odd or even.
Thanks
OYEYEMI, Gafar Matanmi
Department of Statistics
University of Ilorin
P.M.B 1515
Ilorin, Kwara State
Nigeria
Tel: +2348052278655
Tel: +2348068241885
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2008 Mar 31
1
Retrieving locations of element of a vector or matrix
Hello all,
I have a problem of getting the locations of elements in a vector or matrix. I know one can use the command "which.min" or which.max" to get the location of minimum or maximum values in a vector. But is there any command to get the first k minimum values or maximum values in a vector.
Thanks
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You rock. That's why
2004 Jun 25
2
Simulating from a Multivariate Normal Distribution Using a Correlation Matrix
Hello,
I would like to simulate randomly from a multivariate normal distribution using a correlation
matrix, rho. I do not have sigma. I have searched the help archive and the R documentation as
well as doing a standard google search. What I have seen is that one can either use rmvnorm in
the package: mvtnorm or mvrnorm in the package: MASS. I believe I read somewhere that the latter
was
2003 Jun 09
1
understanding eigen(): getting non-normalized eigenvectors
Hi, dear R pros
I try to understand eigen(). I have seen, that eigen() gives the
eigenvectors normalized to unit length.
What shall I do to get the eigenvectors not normalized to unit length?
E.g. take the example:
A
[,1] [,2]
V1 0.7714286 -0.2571429
V2 -0.4224490 0.1408163
Calculating eigen(A) "by hand" gives the eigenvectors (example from
Backhaus,
2011 Jan 22
1
faster mvrnorm alternative
Hello,
does anybody know another faster function for random multivariate normal
variable simulation? I'm using mvrnorm, but as profiling shows, my algorithm
spends approximately 50 % in executing mvrnorm function.
Maybe some of you knows much faster function for multivariate normal
simulation?
I would be very gratefull for advices.
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2010 Dec 30
1
Problem with my analysis
Dear R-users,
I have problem or at cross-road on using discrminant
analysis for my set of data. All my dependent variables are all categorical,
hence the normalty assumption is no longer valid. Is it still right to use
discrminant analysis or is there any non-parametric technique or approach to
discriminant analysis?
Thanks OYEYEMI, Gafar Matanmi
Department of Statistics
2010 Dec 30
1
Discriminant analysis
Dear R-helpers
I am having problem or reservation analyzing my data
using discrminant analysis. The problem is that all my dependent variables are
categorical which means that the normalty assumption is no longer valid. Can one
still use discrminant analysis for such data? Is there non-parametric technique
of doing discrminant analysis in R.
Thanks
OYEYEMI, Gafar
2005 May 03
1
multivariate Shapiro Wilks test
Hello,
I have a question about multivariate Shapiro-Wilks test.
I tried to analyze if the data I have are multivariate normal, or how
far they are from being
multivariate normal. However, any time I did
>mshapiro.test(mydata)
I get the message:
Error in solve.default(R %*% t(R), tol = 1e-18) :
system is computationally singular: reciprocal condition number
= 5.38814e-021
I tried
2013 Jun 18
1
eigen(symmetric=TRUE) for complex matrices
R-3.0.1 rev 62743, binary downloaded from CRAN just now; macosx 10.8.3
Hello,
eigen(symmetric=TRUE) behaves strangely when given complex matrices.
The following two lines define 'A', a 100x100 (real) symmetric matrix
which theoretical considerations [Bochner's theorem] show to be positive
definite:
jj <- matrix(0,100,100)
A <- exp(-0.1*(row(jj)-col(jj))^2)
A's being
2004 Jan 15
1
Deprecate La.eigen?
I would like to deprecate La.eigen. It is used in a few packages
(ade4, fpc, gss, mvtnorm and smoothSurv on CRAN), but only in usages where
replacing `La.eigen' by `eigen' would call exactly the same code.
The reason for wanting to deprecate it is that little-used interfaces tend
to get overlooked, e.g. PR#5406, a report on eigen, needed to be applied
to La.eigen as well. We have also
2011 Feb 21
2
Segfaults of eigen
Hi,
with small matrices eigen works as expected:
> eigen(cbind(c(1,4),c(4,7)), only.values = TRUE)
$values
[1] 9 -1
$vectors
NULL
> eigen(cbind(c(1,4),c(4,7)))
$values
[1] 9 -1
$vectors
[,1] [,2]
[1,] 0.4472136 -0.8944272
[2,] 0.8944272 0.4472136
> eigen(cbind(c(1,-1),c(1,-1)))
$values
[1] -3.25177e-17+1.570092e-16i -3.25177e-17-1.570092e-16i
$vectors
2007 Feb 09
1
problem with eigen() function
Dear R-users,
Recently, I have come across a weird problem. I run a large number of iterations and at one of the step within each iteration, I calculate the eigen values of a updated covariance matrix. From all my intermediate output, the code freezes after printing out the covariance matrix but before printing out the eigen values. So, obviously it stops at the only step, the eigen() function
2016 Apr 21
1
EIGEN VECTOR PROBLEM
Dear Sir,
I am an R user.
I am in problem to find eigen vectors in R.
For the following matrix eigen vectors are not right. I can not understand
why??
For the 1st eigen value and 2nd eigen value are same, but the eigen vectors
are not same.
*HOW CAN I RESOLVE THE PROBLEM??*
*>c=matrix(c(1,0,0,1,2,0,-3,5,2),nrow=3,byrow=T)> eigen(c)$values[1] 2 2
1$vectors [,1] [,2]
2005 Feb 17
1
eigen vector question
Sorry to bother everyone, but I've looked in all of the help files and
manuals I have and I can't find the answer to this question. I'm doing
principle component analysis by calculating the eigen vectors of a
correlation matrix that I have that is composed of 21 parameters. I have
the eigen vectors and their values that R produced for me but I'm not sure
how to tell which