similar to: LDL' Cholesky decomposition

I get the following error from one of my Rd files in R CMD check (R 2-14.0) * checking Rd files ... WARNING Error in switch(attr(block, "Rd_tag"), TEXT = if (!grepl("^[[:space:]]* $", : EXPR must be a length 1 vector problem found in ?backsolve.Rd? This is likely something that will be glaringly obvious once it's pointed out, but without a line number I can't

Can we do Cholesky Decompositon in R for any matrix --------------------------------- [[alternative HTML version deleted]]

The survival package uses a generalized cholesky decompostition throughout.? If A is a symmetric matrix A= LDL' where L is lower triangular with 1s on the diagonal, D is diagonal, and D[i,i] =0 if column i of A is redundant.? Being able to read the rank and dependencies directly off of D is very handy. The bdsmatrix package uses the same, but exposes it to the user as gchol and solve

Dear All, I have problem installing the 'kinship' package. I used the 'install.packages' from R command line and had no problem installing other packages before. Here is what I get: * Installing *source* package 'kinship' ... ** libs gcc -no-cpp-precomp -I/Library/Frameworks/R.framework/Resources/include -I/usr/local/include -fno-common -g -O2 -c agfit6b.c -o agfit6b.o

Hi, I am running the following model: fit1.full <- coxme(Surv(age_sym1, sym1) ~ sex + lifedxm*sex + (1|famid), data=bip.surv) I would like to extract the AIC from that object to calculate the AICC. However, when I look at str(fit1.full) and summary(fit1.full) (pasted below) I don't see anything that would allow me to get pull the AIC out from that object. Is there a way to retrieve the

R version 2.9.0 running on Centos (Red Hat linux). I have a pair of packages coxme and bdsmatrix. The latter is installed in my local library (I don't have permission for global install at work.) That is, it is in the location pointed to in R_LIBS_USER. In R, the command library(bdsmatrix) works fine. Coxme depends on bdsmatrix, in fact uses some cross-calls to it's C routines, which

I've converted the bdsmatrix package (used by coxme) to the newer style of S4, and uploaded it. It is in the pkg directory of survival, on r-forge. I'm stuck on something that is almost certainly a namespace issue. I've borrowed liberally from Matrix (a big help) and read the documentation, and just upgraded to 2.8.1 - but still stuck. All the tests work when I run them "by

I am trying to estimate a covariance matrix from the Hessian of a posterior mode. However, this Hessian is indefinite (possibly because of numerical/roundoff issues), and thus, the Cholesky decomposition does not exist. So, I want to use a modified Cholesky algorithm to estimate a Cholesky of a pseudovariance that is reasonably close to the original matrix. I know that there are R packages that

Dear all, I made a simple test of the Cholesky decomposition in the package 'Matrix', by considering 2 variables 100% correlated. http://blogs.sas.com/content/iml/2012/02/08/use-the-cholesky-transformation-to-correlate-and-uncorrelate-variables/ The full code is below and can be simply copy&paste in the R prompt. After uncorrelation I still have a correlation of +-100%...

Dear fellow R Users: I am doing a Cholesky decomposition on a correlation matrix and get error message the matrix is not semi-definite. Does anyone know: 1- a work around to this issue? 2- Is there any approach to try and figure out what vector might be co-linear with another in thr Matrix? 3- any way to perturb the data to work around this? Thanks for any suggestions.

Hi: what I want to do is decompose the a symmetric matrix A into this form A=LDL' hence TAT'=D,T is inverse of (L)and T is a lower trangular matrix,and D is dignoal matrix for one case A=1 1 1 1 5 5 1 5 14 T=inverse(L)= 1 0 0 -1 1 0 0 -1 1 D=(1,4,9) I tried to use chol(A),but it returns only trangular, anyone know the function can return

I've finally narrowed down a puzzling problem: here is the short test case. tmt34% R --vanilla R version 2.10.0 (2009-10-26) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 > temp <- matrix(runif(50), ncol=2) > t(temp) %*% temp [,1] [,2] [1,] 7.916016 6.049698 [2,] 6.049698 7.650694 > library(kinship) Loading required package:

Hi everyone: I try to use r to do the Cholesky Decomposition,which is A=LDL',so far I only found how to decomposite A in to LL' by using chol(A),the function Cholesky(A) doesnt work,any one know other command to decomposte A in to LDL' My r code is: library(Matrix) A=matrix(c(1,1,1,1,5,5,1,5,14),nrow=3) > chol(A) [,1] [,2] [,3] [1,] 1 1 1 [2,] 0 2 2

Dear R users: I'm new to R and am trying to fit a mixed model Cox regression model with coxme function. I have one two-level factor (treat) and one covariate (covar) and 32 different groups (centers). I'd like to fit a random coefficients model, with treat and covar as fixed factors and a random intercept, random treat effect and random covar slope per center. I haver a couple of

Dear all, I am using "coxme" function in Kinship library to fit random treatment effect nested within centre. I got 3 treatments (0,1,2) and 3 centres. I used following commands, but got an error. > ugroup=paste(rep(1:3,each=3),rep(0:2,3),sep='/') > mat1=bdsmatrix(rep(c(1,1,1,1,1,1,1,1,1),3),blocksize=rep(3,3),dimnames=list(ugroup,ugroup)) >

The package coxme depends heavily on bdsmatrix, to the point of needing access to some of its C calls. The kinship package (in progress) uses the R level functions in bdsmatrix, but not the C calls. That is, I don't want to always export the symbols. For testing I can use an explicit dyn.load('somepath/bsdmatrix.so', local=F). How do I incorporate such a dependency in the

Hi, I had a problem with the lmekin() in kinship package: lmekin() can not be wrapped into another function library(kinship) #creat an example dataset xx<-rnorm(100) yy<-rnorm(100) id<-1:100 test.dat<-as.data.frame(cbind(xx,yy,id)) rm(xx,yy,id) a<-bdsmatrix(rep(10,10),rep(block,10),dimnames=list(c(1:100),c(1:100))) #100x100 block (n=10) diagonal matrix to indicate the

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

I've added a "backsolve" method to the bdsmatrix library. Per the Extending manual section 7.1 I've also added the following 3 lines along with my setMethod definitions for 2 classes. backsolve <- function(r, ...) UseMethod("backsolve") backsolve.default <- base:::backsolve formals(backsolve.default) <- c(formals(backsolve.default), alist(... = )) I've

You can legally cast a function pointer to another function pointer, where the signatures differ. (It is not legal to cast between data and function pointers.) I would make typedefs for the various signatures, as the casting syntax is more readable then. Bill Dunlap TIBCO Software wdunlap tibco.com On Fri, Dec 29, 2017 at 10:13 AM, Therneau, Terry M., Ph.D. < therneau at mayo.edu> wrote: