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";)?
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_theorem), 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)
?"%^%"
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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
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