On Nov 1, 2009, at 3:12 PM, Charles C. Berry wrote:
On Sun, 1 Nov 2009, David Winsemius wrote:
On Nov 1, 2009, at 1:46 PM, spencerg wrote:
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")?
In my case I think it was it is because there is no 2.10 branch to
either the:
snipped details
So I wonder if the package installers' expectations for the r-forge
repository are matching up with the tree structures.
Right. FWIW, the source install works OK on my linux box:
sessionInfo()
R version 2.10.0 (2009-10-26)
x86_64-pc-linux-gnu
Yes, as I said, I had already succeeded in a source compilation using:
install.packages("expm",repos="http://R-Forge.R-project.org";,
type="source")
(I am not quite sure why R was able to navigate the tree, but suspect
my issues may stem from generally using the 64-bit Mac version of R.)
I should also note that the matpow or "%^%" functions in expm would
not address the OP's question since they require that the exponent
be positive.
Roger that.
If solve(chol(A)) isn't good enough a symmetric inverse square root
is available from expm as 'solve( sqrtm( A ) )'
I (as a noobisher matrix mechanic) have discovered that the symmetric
part is essential. Experiments with non-symmetric examples have come
to a "singularly bad end". The OP did offer a symmetric example, so he
probably was more matrix-savvy than I. I am not sufficiently
knowledgeable to design the error checking. I think a useful addition
to %^% would be properly designed negative fractional matrix powers
with more informative error messages for the matrix klutzes among us.
I hope I am correct in thinking that M %^% (-1/integer) has meaning
for integers other than 2, correct? And noticing that the current
version of %^% rounds the exponent, I think that raises the question
(given that the matrix argument were symmetric), would one round the 1/
<negative-exponent>? And if so, Up or down?
--
David.
Chuck
--
David.
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)
> > > ?"%^%"
> > > > ______________________________________________
> > 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
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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