Re: [R] How to project a vector on a subspace?
Hi Peng, Gabor Peter, Thank you very much for replying me so soon. I will try it right now! -- View this message in context: http://r.789695.n4.nabble.com/How-to-project-a-vector-on-a-subspace-tp2530886p2532388.html Sent from the R help mailing list archive at Nabble.com. __ 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.
[R] How to project a vector on a subspace?
Hi experts, I have a subspace represented as matrix of basic vectors and I want to project a vector on that subspace. Does R have any function that help me to do so? Thanks, James. -- View this message in context: http://r.789695.n4.nabble.com/How-to-project-a-vector-on-a-subspace-tp2530886p2530886.html Sent from the R help mailing list archive at Nabble.com. __ 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.
Re: [R] How to project a vector on a subspace?
Can you be a little bit more specific? For example, the base vectors of the subspace and the vector you want to project. Specific artificial vectors/matrices are helpful. -- View this message in context: http://r.789695.n4.nabble.com/How-to-project-a-vector-on-a-subspace-tp2530886p2531245.html Sent from the R help mailing list archive at Nabble.com. __ 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.
Re: [R] How to project a vector on a subspace?
On Wed, Sep 8, 2010 at 2:52 AM, James vuda...@gmail.com wrote: Hi experts, I have a subspace represented as matrix of basic vectors and I want to project a vector on that subspace. Does R have any function that help me to do so? The projection of vector y onto the space spanned by the columns of X is fitted(lm.fit(X, y)) . Although not numerically optimal it can also be written: X %*% solve(crossprod(X, X), crossprod(X, y)) -- Statistics Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com __ 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.
Re: [R] How to project a vector on a subspace?
On Sep 8, 2010, at 15:22 , Gabor Grothendieck wrote: On Wed, Sep 8, 2010 at 2:52 AM, James vuda...@gmail.com wrote: Hi experts, I have a subspace represented as matrix of basic vectors and I want to project a vector on that subspace. Does R have any function that help me to do so? The projection of vector y onto the space spanned by the columns of X is fitted(lm.fit(X, y)) . Although not numerically optimal it can also be written: X %*% solve(crossprod(X, X), crossprod(X, y)) Perhaps qr.fitted(qr(X),y) is slightly faster than fitted(lm.fit(X,y)). Looks like it might be bypassing some red tape, and otherwise do the same. -- Peter Dalgaard Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd@cbs.dk Priv: pda...@gmail.com __ 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.