Dear R users,
I am now working on the hierarchical clustering methods, and
confused about the following problem.
As you know, to form clustering from the hierarchical tree generated by
the pairwise distance bw the elements, we have to set a threshold value
to cut the tree horizonally such that
Dear All
I have a problem of calculating the derivative of dxm matrix A with respect
to another dxm matrix B,
where A= [a1 a2 ... am] and B =[b1 b2 ... bm] with
ai and bj are vectors.
Actually the matrix A itself is the first order derivative
of a scalar J with respect to B, i.e., A = dJ/dB,
Dear All,
In the N-dimensional space, give a data point A and a curve f,
how to write the explicit expression for calculating the
minimal distance between A and f?
Or have to use some nonlinear optimization method to calcualte it?
Thanks for your point.
Fred
[[alternative HTML
Dear All,
In the N-dimensional space, give a data point A and a curve f,
how to write the explicit expression for calculating the
minimal distance between A and f?
Or have to use some nonlinear optimization method to calcualte it?
Thanks for your point.
Fred
[[alternative HTML version
Hey, R-listers
When we say a function f(t) is smooth, does this mean that
f has infinite differentials with respect to t?
Or any other formal definition on this?
Thanks for your points.
Fred
[[alternative HTML version deleted]]
__
[EMAIL
Dear R-listers,
I am now using principal curves for data analysis.
The definition of it required the accurate concept
of curve continuity (C0, C1, ..., CK) and curve
smoothness.
So if anyone can introduce the exact definition
of continuous for curves and what is the most
popular textbooks for
Hey, R-listers,
Given the observed N random scalar variable x, with
zero mean and unit variance, can we separate the
two independent component x1 and x2 such that
x = x1 + x2 (x1 and x2 are assumed to be zero mean)?
Maybe there is no way to figure it out, and just
wanna get some help and try it.
Dear R-listers,
I have a dxr matrix Z, where d r.
And the product Z*Z' is a singular square matrix.
The problem is how to get the left inverse U of this
singular matrix Z*Z', such that
U*(Z*Z') = I?
Is there any to figure it out using matrix decomposition method?
Thanks a lot for your help.
Thank, Jerome
The question is if this generalized inverse can make
their product to be identity matrix?
- Original Message -
From: Jerome Asselin [EMAIL PROTECTED]
To: Feng Zhang [EMAIL PROTECTED]; R-Help
[EMAIL PROTECTED]
Sent: Thursday, August 14, 2003 11:52 AM
Subject: Re: [R] How
Hey, R-listers,
I have a question about determining the orthogonal
basis vectors.
In the d-dimensinonal space, if I already know
the first r orthogonal basis vectors, should I be
able to determine the remaining d-r orthognal basis
vectors automatically?
Or the answer is not unique?
Thanks for
Hey, R-listers
I am going to plot a scatter-plot matrix using R.
For example, give a matrix X=[x1, x2, ..., xn]
where each xi is a column vector, how to plot
all the pair scatter-plots between two different
xi and xj?
Is PAIRS able to achieve this function?
Thanks for your help.
Fred
Hey, R-listers
I am a new user of R and just found the package of PCURVE which can estimate principal
curve for arbitrary
dimensional data set.
Now I have some 2-Dimensional data set X, which is stored as an Nx2 matrix in data.txt
file and looks as following:
-1.5551 2.4183
1.0051 1.0102
Hey, Rlisters.
Does anybody know how to use the package PCURVE to estimate a
2-Dimensional principal curve?
My 2-D data x is stored as a .txt file, looks as following:
xx xx
xx xx
...
xx xx
So how to write the command to get the principal curve?
Thanks for your point.
Fred
Not for calculation on numbers,
just to derive the symbolic formulation with
theta, x..
- Original Message -
From: Spencer Graves [EMAIL PROTECTED]
To: Feng Zhang [EMAIL PROTECTED]
Cc: [EMAIL PROTECTED]
Sent: Thursday, March 27, 2003 6:08 PM
Subject: Re: [R] A dead problem on deriving
Hey
I am now studying the statistical indepdence between
arbitray two random variables.
And want to use Cumulant or related method as
the starting point.
So anybody has some hints on providing me some
good textbooks or papers on cumulant or statistical
indepdence criteria?
Thanks a lot.
Fred
Hey,
I want to draw several plots sequently, but have to make them dispaly in one
figure.
So how to achieve this?
Thanks.
Fred
__
[EMAIL PROTECTED] mailing list
http://www.stat.math.ethz.ch/mailman/listinfo/r-help
Thanks, Su.
But I want to plot the several plots in the same
x-y axis setting, not in multiple subplots.
- Original Message -
From: Steve Su [EMAIL PROTECTED]
To: Feng Zhang [EMAIL PROTECTED]
Sent: Wednesday, March 05, 2003 12:29 AM
Subject: Re: [R] How to draw several plots in one figure
Hey, R-listers
Now I am going to estimate or approximate a surface in
3-D space given a large enough number of (x,y,z) data sets.
So for these 3-D data points, is it possible to get a surface
function, like z=f(x,y) to represent this underlying surface?
Thanks for your time and point.
Fred
Hey, R-listers
I am going to approximate arbitrary 1-D data density by
mixture of Gaussian models.
The problem is that given a set of data generated from an
unknown density function, and want to use a Gaussian mixture density model
to approximate it.
Now how to determine the number of components,
Hey, all
Will you please tell me how to generate multiple
square orthogonal matrices for data transformation usage?
Thanks.
Fred
__
[EMAIL PROTECTED] mailing list
http://www.stat.math.ethz.ch/mailman/listinfo/r-help
Hely, R-list
Now I have non-parametric curve function, that is,
I only use N 2-Dimensional data points to represent
this curve, without explicit function formulation.
And given a new measurement (x1,x)', how can I calculate the shortese
Euclidean distance from this new
data point to the above
Hey
Now I am going to check the independence of random variables using cumulant
function.
So if R has such package or functions to calculate
the sample cumulant of a random vector?
Thanks a lot.
Fred
__
[EMAIL PROTECTED] mailing list
There is no way to answer this question?
even for writing the sample covariance matrix
formulation for the data set [X, Y] where
X(n observations) and Y (m observations) are from
the class 1 and class 2 which both are
multidimensional normal distribution?
- Original Message -
From: Feng
Thanks for those replies.
But I tested several cases, and found the two
percentage from SVD and EVD are not
the same.
So how to explain the difference and which
one should be the right one for use
in PCA?
- Original Message -
From: antonio rodriguez [EMAIL PROTECTED]
To: Feng Zhang
); %%Covariance matrix of ZeroedX
[U,L] = eig(C); %% Eigen decompostion of C
SE = diag(L);
[0.89181.10981.2337]'
SE(1)/sum(SE)
0.3813
This is the case that I was confused by.
Fred
- Original Message -
From: Liaw, Andy [EMAIL PROTECTED]
To: 'Feng Zhang' [EMAIL PROTECTED]
Sent: Friday
Hey, All
In principal component analysis (PCA), we want to know how many percentage
the first principal component explain the total variances among the data.
Assume the data matrix X is zero-meaned, and
I used the following procedures:
C = covriance(X) %% calculate the covariance matrix;
Hey
Does anybody know if R can plot the 3-dimensinal
stem graphs?
In Matlab, there is such similare function to plot
3D plots, stem3(X,Y, Z), where X, Y , Z (column vectors) are
coordinate values of data points.
Thanks.
Fred
__
[EMAIL PROTECTED]
Hey, All
Now I have a data set which is n-dimensional.
And want to plot the Scatter Plot Matrix which
is n by n.
Does R have such function to achieve this?
Thanks for your point.
Fred
__
[EMAIL PROTECTED] mailing list
Dear R'ers
I am trying to use some distribution to test the hypothesis
on my prediction error.
Given a large numbe of sample data with unknown distribution, I first find
some funtion to make regression.
Now for each new data point, I can calculate the prediction error xi. So how
to represent the
29 matches
Mail list logo