-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of jorgeA
Sent: 26 September 2011 21:07
To: r-help@r-project.org
Subject: Re: [R] Mahalanobis Distance
Hello David,
Thank you for the help anyway. Well answering your question However, I wonder
how much value there is to computing
Sent: Tuesday, September 27, 2011 3:20 AM
To: thetrooperm...@gmail.com; r-help@r-project.org
Subject: Re: [R] Mahalanobis Distance
Hi
One thought would be to fit say a GARCH model to your historical data
series, divide the returns by the sigma estimates and then repeat. This
would have
Hello David(s),
First of all, thank you for your help.
I was running some tests, and I wish to know if I have correctly understood
your explanation. Well, when I use rbind(), I get the variables binded by
row, and when I use cbind() I get the variables binded by column.
The dist() function, as
.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of jorgeA
Sent: Tuesday, September 27, 2011 12:08 PM
To: r-help@r-project.org
Subject: Re: [R] Mahalanobis Distance
Hello David(s),
First of all, thank you for your help.
I was running some
Hello R helpers,
I'm trying to use Mahalanobis distance to calculate distance of two time
series, to make some comparations with euclidean distance, DTW, etc, but I'm
having some dificults.
I have, for example, two objects:
s.1 - c( 5.6324702, 1.3994353, -3.2572327, -3.8311846, -1.2248719,
When I first saw your question, I thought the problem might have something to
do with inverting the variance-covariance matrix, S, but that is not the case,
I think:
S for s.1 and s.2:
S
[,1] [,2]
[1,] 1.835044e+01 8.392485e-04
[2,] 8.392485e-04 4.093558e-07
inverse(S):
Hello David,
Thank you for the help anyway. Well answering your question However, I
wonder how much value there is to computing the Mahalanobis distance with
two variables that are measured on such different scales?:
These two variables are subseries of the same time series. What I'm doing is
Hi everyone,
Can you please help me on how to estimate the Mahalanobis distance in a
large matrix
Thanks
Ivone
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PIKAL [mailto:petr.pi...@precheza.cz]
Enviada: terça-feira, 26 de Outubro de 2010 11:20
Para: Ivone Figueiredo
Cc: r-help@r-project.org
Assunto: Odp: [R] Mahalanobis distance
Hi
r-help-boun...@r-project.org napsal dne 26.10.2010 10:55:57:
Hi everyone,
Can you please help me on how
Hi,
I can see that there is a function for mahalanobis distance in stat
package. But I'm wondering if there is any implementation that can
take in a mix of ordinal data and numerical values together? If no,
would you mind pointing me to some reference for a methodology to do
this? Thank you in
I am a new R user. i have a question about Mahalanobis distance.actually i
have 300 rows and 7 columns. columns are different measurements, 300 rows are
genes. since genes can
classify into 4 categories. i used dist() with euclidean distance and cmdscale
to do MDS plot. but find out
Say X is your data matrix with the variable, then you could do :
X - matrix(rnorm(2100),300,7)
S - var(X)
dist - as.dist(
apply(X,1,function(i){
mahalanobis(X,i,S)
}
)
)
Cheers
Joris
On Tue, Jun 22, 2010 at 11:41 PM, yoo hoo freesuccess2...@yahoo.com wrote:
I am
Try:
library(MASS)
mahalanobis(x,y,ginv(S),inverted=TRUE)
--
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http://www.nabble.com/mahalanobis-distance-tp24569511p24831389.html
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http://www.nabble.com/file/p24569511/mahalanobis.txt mahalanobis.txt
http://www.nabble.com/file/p24569511/concentrations.txt concentrations.txt
Dear Forum members,
I have a problem calculating mahalanobis distances. My data file
mahalanobis.txt and categories file concentrations.txt are
On Mon, Jul 20, 2009 at 3:08 PM, ekinakoglue...@ims.metu.edu.tr wrote:
Error in solve.default(cov, ...) :
system is computationally singular: reciprocal condition number =
1.65972e-18
Try calculating the determinant of the S matrix:
det(S)
[1] 2.825397e-06
It's very close to zero, and I
Thank you for your help...
I try other data from my sampling but the determinant is very close to zero.
I also tried to generate random numbers using MATLAB and then calculate
S=var(x) to no avail. Could you please help me with a pseudo matrix of 4x4
that is gonna work with mahalanobis?
On Mon, Jul 20, 2009 at 9:37 PM, ekinakoglue...@ims.metu.edu.tr wrote:
Could you please help me with a pseudo matrix of 4x4
that is gonna work with mahalanobis?
Hmmm ... I have been trying some different matrices myself now, but I
keep getting the same error. Even if det(S) is very far from
On 21/07/2009, at 7:57 AM, Michael Knudsen wrote:
On Mon, Jul 20, 2009 at 9:37 PM, ekinakoglue...@ims.metu.edu.tr
wrote:
Could you please help me with a pseudo matrix of 4x4
that is gonna work with mahalanobis?
Please speak English. ``gonna'' is not appropriate
for
Thank you..this is what i needed...
Rolf Turner wrote:
On 21/07/2009, at 7:57 AM, Michael Knudsen wrote:
On Mon, Jul 20, 2009 at 9:37 PM, ekinakoglue...@ims.metu.edu.tr wrote:
Could you please help me with a pseudo matrix of 4x4
that is gonna work with mahalanobis?
Please speak
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