Re: [R] Maximally independent variables

2006-03-01 Thread Charles C. Berry
Gabor Grothendieck gmail.com> writes: > > That's basically what I already do but what I was wondering > was if there were any other approaches such as connections > with clustering, PCA, that have already been developed in > R that might be applicable. Have you considered finding the combinati

Re: [R] Maximally independent variables

2006-03-01 Thread Gabor Grothendieck
In case others are interested I did get a reply offlist regarding the escouf function in the pastecs package. See: library(pastecs) ?escouf Also see pages 47-52 of system.file("doc/pastecs.pdf", package = "pastecs") (in French). On 3/1/06, Gabor Grothendieck <[EMAIL PROTECTED]> wrote: >

Re: [R] Maximally independent variables

2006-02-28 Thread Gabor Grothendieck
That's basically what I already do but what I was wondering was if there were any other approaches such as connections with clustering, PCA, that have already been developed in R that might be applicable. On 3/1/06, Jacques VESLOT <[EMAIL PROTECTED]> wrote: > library(gtools) > z <- combinations(nc

Re: [R] Maximally independent variables

2006-02-28 Thread Jacques VESLOT
library(gtools) z <- combinations(ncol(DF), 3) maxcor <- function(x) max(as.vector(as.dist(cor(DF[,x] names(DF)[z[which.min(apply(z, 1, maxcor)),]] Gabor Grothendieck a écrit : >Are there any R packages that relate to the >following data reduction problem fo finding >maximally independent va

[R] Maximally independent variables

2006-02-28 Thread Gabor Grothendieck
Are there any R packages that relate to the following data reduction problem fo finding maximally independent variables? Currently what I am doing is solving the following minimax problem: Suppose we want to find the three maximally independent variables. From the full n by n correlation matrix,