Re: [R] Need Advice on Matrix Not Positive Semi-Definite with cholesky decomposition

2009-04-01 Thread sten...@go.com

   Neil,
   pls  tell why do you need the correlation matrix? if you are trying to
   simulate correlated variables then you can go around the cholesky by using
   svd.
   if you really need the correlation ( I think it is always possible to avoid
   it  )  then Rmetrics have a function to turn your matrix into positive
   semi-definite.
   you can also consider a factor model which will reduce the dimensionality
   tremendously.
   Stephen C. Bond

   On Apr 1, 2009, ngottl...@marinercapital.com wrote:

 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.
 __
 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.
__
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.


Re: [R] RMySQL compile

2009-03-31 Thread sten...@go.com

   Jeff,
   Thank you so much for responding. I am ready to do a lot of tweaking.
   From your message it looks like you are asking me to provide assignments on
   the same line as R CMD but precede the command. I am using bash and the
   usual thing would be to export those variables and then run R CMD.
   I tried that and configure ignores the variables. If you know where is the
   actual makefile then I could try to finish this without using R CMD. calling
   ./configure directly works ( R CMD INSTALL is the problem and I do not know
   how to look into that)
   Stephen C. Bond

   On Mar 31, 2009, jeff.hor...@vanderbilt.edu wrote:

 Try this:
 PKG_CPPFLAGS=-I/usr/mysql/5.0/include/mysql -I/opt/csw/include
 -I/usr/sfw/include -I/usr/X11/include-I/usr/lib/gtk-2.0/include
   -I/usr/local/include PKG_LIBS=-L/usr/sfw/lib
 -L/usr/lib  -L/usr/local/lib  -L/opt/csw/lib -lmysqlclient R CMD
 INSTALL RMySQL
 I had to refresh my memory from the inst/INSTALL file on how to do this.
 You might have to tweak it a bit, and also please send the full output
 of the command next time.
 Best,
 Jeff
 sten...@go.com wrote:
   I am trying to install RMySQL on OpenSolaris and need to pass some
 options
to configure.
Tried the 3 recommended ways of doing it and nothing works,
 configure
 cannot
find the headers and the libs.
I ran configure manually and that worked fine
 ./configure  CC=cc  CFLAGS=-dalign  -KPIC
 -xlic_lib=sunperf
LDFLAGS=-L/usr/sfw/lib   -L/usr/lib   -L/usr/local/lib
 -L/opt/csw/lib
   CPPFLAGS=-I/usr/local/lib/R/include
 -I/usr/mysql/5.0/include/mysql
-I/opt/csw/include   -I/usr/sfw/include
 -I/usr/X11/include
-I/usr/lib/gtk-2.0/include
 -I/usr/local/include
--with-mysql-inc=/usr/mysql/include/mysql
--with-mysql-lib=/usr/mysql/lib/mysql
checking mysql.h usability... yes
checking mysql.h presence... yes
checking for mysql.h... yes
configure: creating ./config.status
config.status: creating src/Makevars
but then there is no makefile. Pls advise how to run make manually
 or
 help
with the syntax: I tried with quotes after the second = and the
 first =
 and
neither worked
  RCMDINSTALL--configure-args=CC=cc
 --configure-args=CFLAGS=-dalign
 -KPIC
-xlic_lib=sunperf --configure-args=LDFLAGS=-L/usr/sfw/lib
 -L/usr/lib
-L/usr/local/lib -L/opt/csw/lib
--configure-args=CPPFLAGS=-I/usr/local/lib/R/include
-I/usr/mysql/5.0/include/mysql   -I/opt/csw/include
 -I/usr/sfw/include
-I/usr/X11/include   -I/usr/lib/gtk-2.0/include
 -I/usr/local/include
--configure-args=--with-mysql-inc=/usr/mysql/include/mysql
--configure-args=--with-mysql-lib=/usr/mysql/lib/mysql
RMySQL_0.7-3.tar.gz   ## does not work
 Stephen C. Bond
  __
  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.
 --
 http://biostat.mc.vanderbilt.edu/JeffreyHorner
__
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.


Re: [R] RMySQL compile

2009-03-31 Thread sten...@go.com

   Jeff,
   it still cannot find mysql.h
   * Installing to library '/export/home/scb/R/i386-pc-solaris2.11-library/2.8'
   * Installing *source* package 'RMySQL' ...
   checking for gcc... gcc
   checking for C compiler default output file name... a.out
   checking whether the C compiler works... yes
   checking whether we are cross compiling... no
   checking for suffix of executables...
   checking for suffix of object files... o
   checking whether we are using the GNU C compiler... yes
   checking whether gcc accepts -g... yes
   checking for gcc option to accept ANSI C... none needed
   checking how to run the C preprocessor... gcc -E
   checking for compress in -lz... yes
   checking for getopt_long in -lc... yes
   checking for mysql_init in -lmysqlclient... yes
   checking for egrep... grep -E
   checking for ANSI C header files... yes
   checking for sys/types.h... yes
   checking for sys/stat.h... yes
   checking for stdlib.h... yes
   checking for string.h... yes
   checking for memory.h... yes
   checking for strings.h... yes
   checking for inttypes.h... yes
   checking for stdint.h... yes
   checking for unistd.h... yes
   checking mysql.h usability... no
   checking mysql.h presence... no
   checking for mysql.h... no
   configure: creating ./config.status
   config.status: creating src/Makevars
   is there a way to look at the makefile directly?
   Stephen C. Bond
   Mar 31, 2009 05:37:17 AM, jeff.hor...@vanderbilt.edu wrote:

 Try this:
 PKG_CPPFLAGS=-I/usr/mysql/5.0/include/mysql -I/opt/csw/include
 -I/usr/sfw/include -I/usr/X11/include-I/usr/lib/gtk-2.0/include
   -I/usr/local/include PKG_LIBS=-L/usr/sfw/lib
 -L/usr/lib  -L/usr/local/lib  -L/opt/csw/lib -lmysqlclient R CMD
 INSTALL RMySQL
 I had to refresh my memory from the inst/INSTALL file on how to do this.
 You might have to tweak it a bit, and also please send the full output
 of the command next time.
 Best,
 Jeff
 sten...@go.com wrote:
   I am trying to install RMySQL on OpenSolaris and need to pass some
 options
to configure.
Tried the 3 recommended ways of doing it and nothing works,
 configure
 cannot
find the headers and the libs.
I ran configure manually and that worked fine
 ./configure  CC=cc  CFLAGS=-dalign  -KPIC
 -xlic_lib=sunperf
LDFLAGS=-L/usr/sfw/lib   -L/usr/lib   -L/usr/local/lib
 -L/opt/csw/lib
   CPPFLAGS=-I/usr/local/lib/R/include
 -I/usr/mysql/5.0/include/mysql
-I/opt/csw/include   -I/usr/sfw/include
 -I/usr/X11/include
-I/usr/lib/gtk-2.0/include
 -I/usr/local/include
--with-mysql-inc=/usr/mysql/include/mysql
--with-mysql-lib=/usr/mysql/lib/mysql
checking mysql.h usability... yes
checking mysql.h presence... yes
checking for mysql.h... yes
configure: creating ./config.status
config.status: creating src/Makevars
but then there is no makefile. Pls advise how to run make manually
 or
 help
with the syntax: I tried with quotes after the second = and the
 first =
 and
neither worked
  RCMDINSTALL--configure-args=CC=cc
 --configure-args=CFLAGS=-dalign
 -KPIC
-xlic_lib=sunperf --configure-args=LDFLAGS=-L/usr/sfw/lib
 -L/usr/lib
-L/usr/local/lib -L/opt/csw/lib
--configure-args=CPPFLAGS=-I/usr/local/lib/R/include
-I/usr/mysql/5.0/include/mysql   -I/opt/csw/include
 -I/usr/sfw/include
-I/usr/X11/include   -I/usr/lib/gtk-2.0/include
 -I/usr/local/include
--configure-args=--with-mysql-inc=/usr/mysql/include/mysql
--configure-args=--with-mysql-lib=/usr/mysql/lib/mysql
RMySQL_0.7-3.tar.gz   ## does not work
 Stephen C. Bond
  __
  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.
 --
 http://biostat.mc.vanderbilt.edu/JeffreyHorner
__
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.


[R] RMySQL compile

2009-03-30 Thread sten...@go.com

 I am trying to install RMySQL on OpenSolaris and need to pass some options
  to configure.
  Tried the 3 recommended ways of doing it and nothing works, configure
   cannot
  find the headers and the libs.
  I ran configure manually and that worked fine
  ./configureCC=ccCFLAGS=-dalign-KPIC-xlic_lib=sunperf
  LDFLAGS=-L/usr/sfw/lib  -L/usr/lib  -L/usr/local/lib  -L/opt/csw/lib
  CPPFLAGS=-I/usr/local/lib/R/include-I/usr/mysql/5.0/include/mysql
  -I/opt/csw/include-I/usr/sfw/include-I/usr/X11/include
  -I/usr/lib/gtk-2.0/include   -I/usr/local/include
  --with-mysql-inc=/usr/mysql/include/mysql
  --with-mysql-lib=/usr/mysql/lib/mysql
  checking mysql.h usability... yes
  checking mysql.h presence... yes
  checking for mysql.h... yes
  configure: creating ./config.status
  config.status: creating src/Makevars
  but then there is no makefile. Pls advise how to run make manually or
   help
  with the syntax: I tried with quotes after the second = and the first =
   and
  neither worked
  R CMD INSTALL --configure-args=CC=cc --configure-args=CFLAGS=-dalign
   -KPIC
  -xlic_lib=sunperf --configure-args=LDFLAGS=-L/usr/sfw/lib -L/usr/lib
  -L/usr/local/lib -L/opt/csw/lib
  --configure-args=CPPFLAGS=-I/usr/local/lib/R/include
  -I/usr/mysql/5.0/include/mysql  -I/opt/csw/include  -I/usr/sfw/include
  -I/usr/X11/include   -I/usr/lib/gtk-2.0/include  -I/usr/local/include
  --configure-args=--with-mysql-inc=/usr/mysql/include/mysql
  --configure-args=--with-mysql-lib=/usr/mysql/lib/mysql
  RMySQL_0.7-3.tar.gz   ## does not work
   Stephen C. Bond
__
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.


[R] unable to compile package

2009-03-29 Thread sten...@go.com

   I am trying to install RMySQL on OpenSolaris and need to pass some options
   to configure.
   Tried the 3 recommended ways of doing it and nothing works, configure cannot
   find the headers and the libs.
   I ran configure manually and that worked fine
   ./configureCC=ccCFLAGS=-dalign-KPIC-xlic_lib=sunperf
   LDFLAGS=-L/usr/sfw/lib  -L/usr/lib  -L/usr/local/lib  -L/opt/csw/lib
   CPPFLAGS=-I/usr/local/lib/R/include-I/usr/mysql/5.0/include/mysql
   -I/opt/csw/include-I/usr/sfw/include-I/usr/X11/include
   -I/usr/lib/gtk-2.0/include   -I/usr/local/include
   --with-mysql-inc=/usr/mysql/include/mysql
   --with-mysql-lib=/usr/mysql/lib/mysql
   checking mysql.h usability... yes
   checking mysql.h presence... yes
   checking for mysql.h... yes
   configure: creating ./config.status
   config.status: creating src/Makevars
   but then there is no makefile. Pls advise how to run make manually or help
   with the syntax: I tried with quotes after the second = and the first = and
   neither worked
   R CMD INSTALL --configure-args=CC=cc --configure-args=CFLAGS=-dalign -KPIC
   -xlic_lib=sunperf --configure-args=LDFLAGS=-L/usr/sfw/lib -L/usr/lib
   -L/usr/local/lib -L/opt/csw/lib
   --configure-args=CPPFLAGS=-I/usr/local/lib/R/include
   -I/usr/mysql/5.0/include/mysql  -I/opt/csw/include  -I/usr/sfw/include
   -I/usr/X11/include   -I/usr/lib/gtk-2.0/include  -I/usr/local/include
   --configure-args=--with-mysql-inc=/usr/mysql/include/mysql
   --configure-args=--with-mysql-lib=/usr/mysql/lib/mysql
   RMySQL_0.7-3.tar.gz   ## does not work
Thank you
   Stephen C. Bond
__
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.