On Wed, 2004-05-26 at 18:01, J. Pedro Granadeiro wrote: > I am sorry for not being clear. I meant the methods detailed in: > > Flury, B. (1988). Common Principle Components Analysis and Related > Multivariate Models, John Wiley and Sons, New York. >
Judging from the lack of positive answers, there may not be such a utility in R. I checked Flury's book, and it seems that he gives there his algorithm in such a detail that it might be possible to implement the code in R, including the FORTRAN code for his crucial FG step. Naturally, you should expect some complication in real world implementations of long and winding book algorithms, but it might be doable even for me, and somebody good in multivariate analysis might find it fairly easy. I am not sure about the licensing of his FORTRAN code: it was submitted to IMSL and you just cannot use IMSL code in free software (actually, back in 1980s I got the complete FORTRAN code from Flury himself, but it was under NDA, and I don't have the FORTRAN source any longer). The most natural choice is to Google and find this page: http://darkwing.uoregon.edu/~pphil/programs/cpc/cpc.htm. The page has CPC binaries for more platforms than you have R, and you can pick your own. However, the software uses Numerical Recipes, and the source code cannot be made available, but the author writes there: "f you want to run the software on a particular platform without a current compiled version, get in contact with me to see what we can do." Sounds promising: replacing NR pieces with R pieces may be easy (as long as you are careful in moving arrays to the genuine C zero offset). That was a hint. Finally, there are many brands of CPC. Flury discusses Krzanowski's Common Space Analysis in his book, and describes its algorithm, too. (Both of these algorithms are concisely given on pages 204-205.) Then there is the classical SINDSCAL of the Bell Labs. I have had a look at its code, and it looks like it would be easish to port to R -- if that only would be legal. The first lines of the source files read: C THIS INFORMATION IS PROPRIETARY AND IS THE C PROPERTY OF BELL TELEPHONE LABORATORIES, C INCORPORATED. ITS REPRODUCTION OR DISCLOSURE C TO OTHERS, EITHER ORALLY OR IN WRITING, IS C PROHIBITED WITHOUT WRITTEN PRERMISSION OF C BELL LABORATORIES. So you are not even allowed to anybody that you have the software, nor tell how to use it. This must be the most restrictive source license around. Further, it says in several places: C THESE IMSL ROUTINES ARE PROPRIETARY SOFTWARE, OWNED BY IMSL. C THEY MAY BE USED ONLY IN THE CODE IN WHICH THEY ARE EMBEDDED C NO OTHER USE OF THESE ROUTINES IS PERMITTED. SMTI 7 So it just cannot be ported to R. Anybody interested in working with porting CPC? (Better forget the easier task of porting SINDSCAL.) cheers, jari oksanen -- Jari Oksanen <[EMAIL PROTECTED]> ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
