Re: [R] Generate positive definite matrix with constraints

2013-05-20 Thread Gabor Grothendieck
On Mon, May 20, 2013 at 10:01 AM, mary wrote: > > Thank you but I want to create a matrix (4,4) or (8,8) not just only a (2,2) > matrix... > provide an m0 matrix of the appropriate dimensions and change 2 to the new dimension in the relevant lines. -- Statistics & Software Consulting GKX Group,

Re: [R] Generate positive definite matrix with constraints

2013-05-20 Thread mary
Thank you but I want to create a matrix (4,4) or (8,8) not just only a (2,2) matrix... -- View this message in context: http://r.789695.n4.nabble.com/Generate-positive-definite-matrix-with-constraints-tp4667449p4667509.html Sent from the R help mailing list archive at Nabble.com. ___

Re: [R] Generate positive definite matrix with constraints

2013-05-19 Thread Gabor Grothendieck
On Sun, May 19, 2013 at 5:04 PM, Gabor Grothendieck wrote: > On Sun, May 19, 2013 at 4:57 PM, Gabor Grothendieck > wrote: >> On Sun, May 19, 2013 at 10:33 AM, mary wrote: >>> >>> Sorry in the previuos message I've inverted: I would like generate ... >>> "same eigenvectors and different eigenval

Re: [R] Generate positive definite matrix with constraints

2013-05-19 Thread Gabor Grothendieck
On Sun, May 19, 2013 at 4:57 PM, Gabor Grothendieck wrote: > On Sun, May 19, 2013 at 10:33 AM, mary wrote: >> >> Sorry in the previuos message I've inverted: I would like generate ... >> "same eigenvectors and different eigenvalues" > > Try this: > > m0 <- 5 + matrix(c(.05, -.05, -.05, .05), 2)

Re: [R] Generate positive definite matrix with constraints

2013-05-19 Thread Gabor Grothendieck
On Sun, May 19, 2013 at 10:33 AM, mary wrote: > > Sorry in the previuos message I've inverted: I would like generate ... > "same eigenvectors and different eigenvalues" Try this: m0 <- 5 + matrix(c(.05, -.05, -.05, .05), 2) m0.values <- eigen(m0)$values with(eigen(matrix(rnorm(4), 2)), vectors

Re: [R] Generate positive definite matrix with constraints

2013-05-19 Thread mary
Sorry in the previuos message I've inverted: I would like generate ... "same eigenvectors and different eigenvalues" -- View this message in context: http://r.789695.n4.nabble.com/Generate-positive-definite-matrix-with-constraints-tp4667449p4667450.html Sent from the R help mailing list ar

[R] Generate positive definite matrix with constraints

2013-05-19 Thread mary
Hi, I have a question for my simulation problem: I would like to generate a positive (or semi def positive) covariance matrix, non singular, in wich the spectral decomposition returns me the same values for all dimensions but differs only in eigenvectors. Ex. sigma [,1] [,2] [1,] 5