istribution of correlation matrices in mind
> to begin with, which doesn't seem to be the case.
>
>
> -Original Message-
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
> Behalf Of Szumiloski, John
> Sent: Wednesday, February 09, 2
Hi All.
I'd like to generate a sample of n observations from a k dimensional
multivariate normal distribution with a random correlation matrix.
My solution:
1) The lower (or upper) triangle of the correlation matrix has
n.tri=(d/2)(d+1)-d entries.
2) Take a uniform sample of n.tri possible correl
Hi All.
I'd like to generate a sample of n observations from a k dimensional
multivariate normal distribution with a random correlation matrix.
My solution:
The lower (or upper) triangle of the correlation matrix has
n.tri=(d/2)(d+1)-d entries.
Take a uniform sample of n.tri possible correlations
HS, data) {
xy <- sortedXyData(mCall[["x"]],LHS,data)
min.s <- min(y)
dif.s <- max(y)-min(y)
dplt.s <- 0.5
p.s <- -.20
value <- c(min.s, dplt.s, dif.s, p.s)
names(value) <- mCall[c("min","dplt","dif","p&
Hi All.
Imagine you have a large block diagonal matrix. I'd like to replace
the zeros in this matrix with small random (runif) numbers. Any ideas
for a simple and efficient way to do this?
Best regards,
Rick DeShon
__
R-help@r-project.org ma
582
residual sum-of-squares: 555915
Number of iterations to convergence: 11
Any idea why having a zero for the first value of X causes this problem?
Thanks in advance,
Rick DeShon
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R-help@r-projec
;"8"<"30"<..: 41 11 33 22 4 27 5
2 37 19 ...
$ trial: int 1 1 1 1 1 1 1 1 1 1 ...
$ ACC : int 1 0 1 1 1 0 1 1 1 1 ...
$ RT : int NA 1309 544 654 NA 441 882 1097 898 ...
$ block: int 1 1 1 1 1 1 1 1 1 1 ...
- attr(*, "formula")=Class 'formul
cient way to compute the average covariance matrix over
the list members in "lcov"?
Thanks in advance,
Rick DeShon
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PLEASE do read the posting guide http://www.R-
Hi All.
I would like to compute a separate covariance matrix for a set of variables
for each of the levels of a factor and then compute the average covariance
matrix over the factor levels. I can loop through this computation but I
need to perform the calculation for a large number of levels and
In the following example, how can I drop the group index from the list after
I perform a split?
n <- 3
nn <- 10
g <- factor(round(n * runif(n * nn)))
x <- rnorm(n * nn) + sqrt(as.numeric(g))
df<- data.frame(g,x)
df.s <- split(df,g)
Thanks!
Rick DeShon
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