Displaying 20 results from an estimated 10000 matches similar to: "Converting variance covariance matrix to correlation matrix"
2006 Feb 21
3
Compute a correlation matrix from an existing covariance matrix
Dear All,
I am wondering if there is an R function to convert a covariance matrix to a correlation matrix. I have a covariance matrix sigma and I want to compute the corresponding correlation matrix R from sigma.
Thank you very much,
Bernard
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2011 Jun 02
4
generating random covariance matrices (with a uniform distribution of correlations)
List members,
Via searches I've seen similar discussion of this topic but have not seen
resolution of the particular issue I am experiencing. If my search on this
topic failed, I apologize for the redundancy. I am attempting to generate
random covariance matrices but would like the corresponding correlations to
be uniformly distributed between -1 and 1.
The approach I have been using is:
2008 Jul 23
2
Weighted variance function?
There is a R function to calculate weighted mean : weighted.mean() under
stats package. Is there any direct R function for calculating weighted
variance as well?
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2006 May 11
3
Please help me to combine two datasets.
Dear r-users,
Suppose I have two data sets
data set-1
Date height
------------------------
1/11/2005 10
2/11/2005 23
3/11/2005 54
4/11/2005 21
5/11/2005 22
data set-2
weight
--------
32
45
11
Now I want to combine this two data sets. i.e. i want to see:
Date height weight
-------------------------------------------
3/11/2005 54
2006 Sep 06
1
Covariance/Correlation matrix for repeated measures data frame
All,
I have a repeated measures data frame and was wondering if the
covariance matrix can be
calculated via some created indexing or built-in R function.
Specifically, say there are 3 variables, where potassium concentration
is measured 6 times on each patient.
Patient number (discrete)
Time (1 to 6, discrete)
Potassium (continuous variable)
I want the covariance/correlation matrix for the
2007 Jan 20
3
Insert R logo
Dear all R users,
I want to insert the R logo in every graphic that I made in my Statistical
analysis using R. Can anyone tell me whether is it possible or not and if
possible how to do this? your help will be highly appreciated.
Thanks and Regards,
Arun
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2006 Feb 14
2
how I can perform Multivariate Garch analysis in R
Dear aDVISOR,
Hope I am not disturbing you. Can you tell me how I can perform Multivariate
Garch analysis in R. Also please, it is my humble request let me know some
resource materials on Multivariate Garch analysis itself.
Sincerely yours,
--
Arun Kumar Saha, M.Sc.[C.U.]
S T A T I S T I C I A N [Analyst]
Transgraph Consulting [www.transgraph.com]
Hyderabad, INDIA
Contact # Home:
2007 Sep 18
5
Need help on "date"
Dear all,
I have a variable 'x' like that:
> x
[1] "2005-09-01"
Here, 2005 represents year, 09 month and 01 day.
Now I want to create three variables naming: y, m, and d such that:
y = 2005
m = 09
d = 01
can anyone tell me how to do that?
Regards,
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2008 Feb 27
3
Loading user defined functions autometically each time I start R
Hi all,
I wrote some user defined function for my own. Now I want to get a mechanism
so that every time I start R, those function will automatically be loaded in
R without manually copying pasting. Can gurus here pls tell me how to do
that? Or I have to build my own packages bundled with those functions.
However I am not familiar in writing R package yet.
Regards,
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2006 Jun 12
3
NA values
Dear all R users,
I am wondering whether there is any way to replace all "NA" values in a data
frame by some numerical value, suppose 1000?
Thanks and Regards
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2008 Apr 23
3
Writing list object to a file
Hi all,
I am wondering how to write a 'list' object to a file. I already gone
through some threads like
http://mail.python.org/pipermail/python-list/2001-April/080639.html, however
could not trace out any reliable solution. I tried following :
> write.table(calc, file="c:/data.csv")
Error in data.frame("200501" = c(-0.000387071806652095,
-0.000387221689252648, :
2006 Aug 10
3
Geometrical Interpretation of Eigen value and Eigen vector
Dear all,
It is not a R related problem rather than statistical/mathematical. However
I am posting this query hoping that anyone can help me on this matter. My
problem is to get the Geometrical Interpretation of Eigen value and Eigen
vector of any square matrix. Can anyone give me a light on it?
Thanks and regards,
Arun
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2007 Apr 26
2
Drawing Tangent
Dear all R-users,
I would like to draw a tangent of a given function for a particular (given)
point. However the straight line representing it should not cut any axis, it
should be a small line. Can anyone tell me how to do this?
Thanks,
Arun
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2006 May 03
1
Correlation matrix
Dear R users,
Suppose I have a 4*5 data frame like this:
Date x1 x2 x3 x4
1/1/2004 100 22 12 34
2/1/2004 33 -22 33 12
3/1/2004 12 12 -11 5
4/1/2004 1 223 22 1
Now I want to get a correlation matrix for this dataset excluding column-1
and column-3 i.e. I want to get a correlation matrix for variables
2008 Apr 29
3
Simulation study in R
Here I am in a simulation study where I want to find different values
of x and y such that f(x,y)=c (some known constant) w.r.t. x, y >0,
y<=x and x<=c1 (another known constant). Can anyone please tell me how
to do it efficiently in R. One way I thought that I will draw
different random numbers from uniform dist according to that
constraints and pick those which satisfy f(x,y)=c. However
2007 Aug 24
2
Est of SE of coefficients from lm() function
Dear all R users,
Can anyone tell me how I can get estimate of SE of coefficients from, lm()
function?
I tried following :
x = 1:10
lm(x[-1]~x[-10]-1)$coefficients
Here I got the est. of coefficient, however I also want to get some
"automated" way to get estimate of SE.
Regards,
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2006 Jun 12
2
Combinig two data frames
Dear all r-users,
Suppose I have two data frame:
A
1
3
4
5
2
and
B
5
6
3
5
Now I want combine this two data frames without losing any value from either
data frame. More precisely I want to see
A B
1 5
3 6
4 3
5 5
2 NA
I tried with cbind function but failed, as it only works when two data
frames have equal number of rows. Can anyone suggest me any code that can be
used for any
2006 Apr 24
3
Problem with data frame
Dear r-users,
suppose I have n normal distributions with parameter N(0,i) i=1,2,.......,n
respectively.
Now I want to generate 500 random number for each distribution. And want to
put all 500*n random numbers
in a single data frame.
I tried with following code:
>n=20
random = data.frame(n)
for ( i in 2: length)
{
random[,i] = random(500,mean=0,sd=i)
}
but while executing this I
2007 Jul 25
2
Regarding Bivariate normal distribution.
Dear all R gurus,
My question is related to statistics rather directly to R. Suppose
(X,Y) has a bivariate normal distrubution. I want to find two values
of X and Y say x, and y respectively, such that:
P[X<x, Y<y] = 0.05
My questions are :
1. Can x and y be uniquely found?
2. If it is, how I can find them using R
Your help will be highly appreciated.
Thanks and regards,
2008 Jul 06
2
looking for alternative of 'if-else'
There is "if-else" loop if I have to choose 1 item from a 2-item list.
However if I have a list of 4 items (let say) then how i can choose a single
item without employing 'if-else' loop? I mean in VBA I can use
"select-case", is there any equivalent in R as well?
Regards,
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