>>>>> "PD" == Peter Dalgaard <[EMAIL PROTECTED]> >>>>> on Tue, 11 Nov 2008 23:46:49 +0100 writes:
PD> Terry Therneau wrote: >> Is the matrix exponential available in some package? PD> Multiple. At least Matrix and msm. One of Jim Lindsey's PD> too, but I think that's one of the more dubious ones. Note also that there has been the 'expm' package on R-forge for a while now. One reason why we haven't released it to CRAN yet, is the slightly open issue on the default algorithm to be used. >> The cannonical reference is "Nineteen dubious ways to >> take the exponential of a matrix". (Love that title) indeed. PD> Yes, it's a classic. As I recall it, the paper misses PD> one point, though: You often want a fast way of PD> computing exp(tQ) (or exp(tQ)%*%v or u%*%exp(tQ)) for PD> multiple values of t, and it is mainly about finding PD> exp(Q) as accurately as possible. I think the paper mentions the problem "en passant"; also that (problem) is anotther important "TODO" for us authors of the expm package. Incidentally, here at ETH we have a master's student working on these issues for his master's thesis (ending around February'09). Martin Maechler, ETH Zurich ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.