o.com]
Sent: Wednesday, April 01, 2009 10:47 AM
To: Gottlieb, Neil; r-help@r-project.org
Subject: Re: [R] Need Advice on Matrix Not Positive Semi-Definite with cholesky
decomposition
Neil,
pls tell why do you need the correlation matrix? if you are trying to simulate
correlated variables then yo
Neil,
pls tell why do you need the correlation matrix? if you are trying to
simulate correlated variables then you can go around the cholesky by using
svd.
if you really need the correlation ( I think it is always possible to avoid
it ) then Rmetrics have a function to turn yo
nt: Wednesday, April 01, 2009 9:57 AM
To: 'r-help@r-project.org'
Subject: [R] Need Advice on Matrix Not Positive Semi-Definite with cholesky
decomposition
Dear fellow R Users:
I am doing a Cholesky decomposition on a correlation matrix and get error
message the matrix is not semi-defi
Dear fellow R Users:
I am doing a Cholesky decomposition on a correlation matrix and get error
message
the matrix is not semi-definite.
Does anyone know:
1- a work around to this issue?
2- Is there any approach to try and figure out what vector might be co-linear
with another in thr Matrix?
3
4 matches
Mail list logo
