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:
http: //r-forge.r-project.org/bin/macosx/leopard/contrib/ ... or the
http: //r-forge.r-project.org/bin/macosx/universal/contrib/ ...trees.
I tried a variety of stems for the installer but got these messages:
Warning: unable to access index for repository
http://r-forge.r-project.org/bin/macosx/universal/contrib/latest/bin/macosx/leopard/contrib/2.10
Warning: unable to access index for repository
http://r-forge.r-project.org/bin/macosx/universal/contrib/bin/macosx/leopard/contrib/2.10
Warning: unable to access index for repository
http://r-forge.r-project.org/bin/macosx/leopard/contrib/2.10
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
[output truncated]
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 ) )'
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
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