Re: [R] square root of inverse
On Apr 8, 2010, at 1:45 AM, arindam fadikar wrote: Dear users, How to get a symmetric square root of a positive definite matrix? I have tried using spectral decomposition, but some eigen values come out to be complex. Is there any function in R that can give the symmetric square root of a pd matrix? require(expm) ?sqrtm -- Arindam Fadikar M.Stat Indian Statistical Institute. New Delhi, India [[alternative HTML version deleted]] __ 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. David Winsemius, MD 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.
Re: [R] square root of inverse
On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius dwinsem...@comcast.netwrote: On Apr 8, 2010, at 1:45 AM, arindam fadikar wrote: Dear users, How to get a symmetric square root of a positive definite matrix? I have tried using spectral decomposition, but some eigen values come out to be complex. Is there any function in R that can give the symmetric square root of a pd matrix? require(expm) ?sqrtm expm is not a package, but a function which gives exp of a matrix, and i dont get any result from ?sqrtm. Please help. -- Arindam Fadikar M.Stat Indian Statistical Institute. New Delhi, India [[alternative HTML version deleted]] __ 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. David Winsemius, MD West Hartford, CT -- Arindam Fadikar M.Stat Indian Statistical Institute. New Delhi, India [[alternative HTML version deleted]] __ 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] square root of inverse
try this, install.packages(expm, repos=http://R-Forge.R-project.org;) On 8 April 2010 17:28, arindam fadikar arindam.fadi...@gmail.com wrote: On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius dwinsem...@comcast.netwrote: On Apr 8, 2010, at 1:45 AM, arindam fadikar wrote: Dear users, How to get a symmetric square root of a positive definite matrix? I have tried using spectral decomposition, but some eigen values come out to be complex. Is there any function in R that can give the symmetric square root of a pd matrix? require(expm) ?sqrtm expm is not a package, but a function which gives exp of a matrix, and i dont get any result from ?sqrtm. Please help. -- Arindam Fadikar M.Stat Indian Statistical Institute. New Delhi, India [[alternative HTML version deleted]] __ 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. David Winsemius, MD West Hartford, CT -- Arindam Fadikar M.Stat Indian Statistical Institute. New Delhi, India [[alternative HTML version deleted]] __ 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] square root of inverse
On Thu, 8 Apr 2010, arindam fadikar wrote: On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius dwinsem...@comcast.netwrote: On Apr 8, 2010, at 1:45 AM, arindam fadikar wrote: Dear users, How to get a symmetric square root of a positive definite matrix? I have tried using spectral decomposition, but some eigen values come out to be complex. Is there any function in R that can give the symmetric square root of a pd matrix? require(expm) ?sqrtm expm is not a package, but a function which gives exp of a matrix, and i dont get any result from ?sqrtm. Please help. install.packages(expm, repos=http://R-Forge.R-project.org;) HTH, Chuck -- Arindam Fadikar M.Stat Indian Statistical Institute. New Delhi, India [[alternative HTML version deleted]] __ 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. David Winsemius, MD West Hartford, CT -- Arindam Fadikar M.Stat Indian Statistical Institute. New Delhi, India [[alternative HTML version deleted]] __ 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 __ 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] square root of inverse
On Apr 8, 2010, at 11:28 AM, arindam fadikar wrote: On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius dwinsem...@comcast.net wrote: On Apr 8, 2010, at 1:45 AM, arindam fadikar wrote: Dear users, How to get a symmetric square root of a positive definite matrix? I have tried using spectral decomposition, but some eigen values come out to be complex. Is there any function in R that can give the symmetric square root of a pd matrix? require(expm) ?sqrtm expm is not a package, but a function which gives exp of a matrix, and i dont get any result from ?sqrtm. Please help. It most assuredly _is_ a package. It's on R-forge rather than on CRAN. Since you apparently have the Matrix package loaded, you are seeing a different version of expm (the function). You might also try searching about this topic: RSiteSearch(complex square root matrix) Information on package 'expm' Description: Package: expm Type: Package Title: Matrix exponential Version: 0.96-2 Date: 2009-06-06 Author:Vincent Goulet, Christophe Dutang, Martin Maechler, David Firth, Marina Shapira, Michael Stadelmann Maintainer:Expm Developers expm-develop...@lists.r-forge.r-project.org -- David -- Arindam Fadikar M.Stat Indian Statistical Institute. New Delhi, India [[alternative HTML version deleted]] __ 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. David Winsemius, MD West Hartford, CT -- Arindam Fadikar M.Stat Indian Statistical Institute. New Delhi, India David Winsemius, MD 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.
[R] square root of inverse
Dear users, How to get a symmetric square root of a positive definite matrix? I have tried using spectral decomposition, but some eigen values come out to be complex. Is there any function in R that can give the symmetric square root of a pd matrix? -- Arindam Fadikar M.Stat Indian Statistical Institute. New Delhi, India [[alternative HTML version deleted]] __ 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.
