On Nov 1, 2009, at 1:46 PM, spencerg wrote:
Hi, Chuck:
Thanks very much, but why do I get "package 'expm' is not
available" from install.packages("expm",repos="http://R-Forge.R-project.org
")?
In my case I think it was it is because there is no 2.10 branch to
either the:
http://r-forge.r-project.org/bin/macosx/leopard/contrib/ ... or the
http://r-forge.r-project.org/bin/macosx/universal/contrib/ ...trees.
I tried a variety of stems for the installer but got these messages:
Warning: unable to access index for repository
http://r-forge.r-project.org/bin/macosx/universal/contrib/latest/bin/macosx/leopard/contrib/2.10
Warning: unable to access index for repository
http://r-forge.r-project.org/bin/macosx/universal/contrib/bin/macosx/leopard/contrib/2.10
Warning: unable to access index for repository
http://r-forge.r-project.org/bin/macosx/leopard/contrib/2.10
So I wonder if the package installers' expectations for the r-forge
repository are matching up with the tree structures.
I should also note that the matpow or "%^%" functions in expm would
not address the OP's question since they require that the exponent be
positive.
--
David.
Best Wishes,
Spencer Graves
Charles C. Berry wrote:
On Sun, 1 Nov 2009, spencerg wrote:
A question, a comment, and an alternative answer to matrix^(-1/2):
QUESTION:
What's the status of the "expm" package, mentioned in the email
you cited from Martin Maechler, dated Apr 5 19:52:09 CEST 2008? I
tried both install.packages('expm') and
install.packages("expm",repos="http://R-Forge.R-project.org";), and
got "package 'expm' is not available" in both cases.
Try
http://r-forge.r-project.org/projects/expm/
HTH,
Chuck
COMMENT:
The solution proposed by Venables rests on Sylvester's matrix
theorem, which essentially says that if a matrix A is
diagonalizable with eigenvalue decomposition eigA <- eigen(A) and
f: D → C with D ⊂ C be a function for which f(A) is well defined (http://en.wikipedia.org/wiki/Sylvester%27s_matrix_the
orem), then f(A) = with(eigA, vectors %*% diag(f(values)) %*%
solve(vectors)). Maechler and others have noted that this can be
one of the least accurate and most computationally expensive ways
to compute f(A).
ALTERNATIVE ANSWER:
For A^(-1/2), if A is symmetric and nonnegative definite, then
solve(chol(A)) would be a very good way to compute it.
Hope this helps,
Spencer
David Winsemius wrote:
On Oct 31, 2009, at 9:33 PM, David Winsemius wrote:
> > On Oct 31, 2009, at 4:39 PM, Kajan Saied wrote:
> > > Dear R-Help Team,
> > > > as a R novice I have a (maybe for you very simple
question), how do I > > get
> > the following solved in R:
> > > > Let R be a n x n matrix:
> > > > \mid R\mid^{-\frac{1}{2}}
> > > > solve(A) gives me the inverse of the matrix R, however
not the ^(-1/2) > > of
> > the matrix...
> > GIYF: (and Bill Venables if friendly, too.)
> > http://www.lmgtfy.com/?q=powers+of+matrix+r-project
I had assumed that the first hit I got:
https://stat.ethz.ch/pipermail/r-help/2008-April/160662.html
... would be the first hit anybody got, but that's not
necessarily true
now and especially for the future. And further searching within the
results produced this more recent Maechler posting:
https://stat.ethz.ch/pipermail/r-devel/2008-April/048969.html
For the Mac users, there appears to be no binary, but the source
compiles
without error on a 64-bit version of R 2.10.0:
install.packages("expm",repos="http://R-Forge.R-project.org";,
type="source")
#The suggested code throws an error, so my very minor revision
would be:
library(expm)
?"%^%"
______________________________________________
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.
Charles C. Berry (858) 534-2098
Dept of Family/
Preventive Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego
92093-0901
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
______________________________________________
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.
