On Sun, 28 Mar 2010, Gang Chen wrote:
Thanks a lot for the help, Ben Bolker and Chuck!
Chuck, it seems your version needs a little modification. Instead of this:
xri <- matrix(rnorm(10000)+1i*rnorm(10000),nc=2)
crossprod(xri-colMeans(xri))/(nrow(xri)-1)
it seems to me it should be this (maybe there is a more elegant
modification than mine?):
crossprod(t(apply(xri, 1, '-', colMeans(xri))))/(nrow(xri)-1)
Do you agree?
Argh! Sorry for the 'thinko' (like a 'typo', but a misapplication of the
brain rather than the fingers)!
I'd use this:
crossprod( sweep( xri, 2, colMeans(xri), "-" ))/(nrow(xri)-1)
or
crossprod(xri - rep(colMeans(xri),each=nrow(xri)))/(nrow(xri)-1)
Chuck
Gang
On Sat, Mar 27, 2010 at 7:07 PM, Charles C. Berry <cbe...@tajo.ucsd.edu> wrote:
On Sat, 27 Mar 2010, Gang Chen wrote:
Anybody knows what functions can be used to calculate
variance/covariance with complex numbers? var and cov don't seem to
work:
How about?
xri <- matrix(rnorm(10000)+1i*rnorm(10000),nc=2)
crossprod(xri-colMeans(xri))/(nrow(xri)-1)
HTH,
Chuck
a
1
V1 0.00810014+0.00169366i
V2 0.00813054+0.00158251i
V3 0.00805489+0.00163295i
V4 0.00809141+0.00159533i
V5 0.00813976+0.00161850i
var(a)
1
1 1.141556e-09
Warning message:
In var(a) : imaginary parts discarded in coercion
cov(a)
1
1 1.141556e-09
Warning message:
In cov(a) : imaginary parts discarded in coercion
Thanks in advance,
Gang
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Dept of Family/Preventive
Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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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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