Re: [R] Pooled Covariance Matrix
Hi, Can some one please explain me with an example what is Symbolic Number Coding in R. Thanks and Regards, Pratap - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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] Pooled Covariance Matrix
On Wed, 20 Sep 2006, Murray Jorgensen wrote: I am in a discriminant analysis situation with a frame containing several variables and a grouping factor, if you like: set.seed(200906) exampledf - as.data.frame(matrix(rnorm(50,5,2),nrow=10,ncol=5)) exampledf$Group - factor(rep(c(1,2,3),c(3,3,4))) exampledf I'm sure there must be a simple way to get the within group pooled covariance matrix but I haven't found it yet. There are two versions of this, weighted and unweighted, and the difference caused confusion in the early discriminant analysis literature. (See MASS4 p.333.) The weighted version is conventional. Suppose you have a matrix X and a grouping factor g. Then either of group.means - rowsum(X, g)/as.vector(table(g)) group.means - tapply(X, list(rep(g, ncol(X)), col(X)), mean) gives the group means, and var(X - group.means[g,]) seems to be what you want. I started thinking that one might begin by forming a frame with the same dimensions but containing the group means. But then I found a thread from two years back called Getting the groupmean for each person which seemed to imply that doing this was a bit subtle even for ncol=1. Hence I will risk a question to the list. That thread seems to be about efficiency for very large matrices on R of two years' ago. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Pooled Covariance Matrix
Thank you, Professor Ripley. Murray Jorgensen Prof Brian Ripley wrote: On Wed, 20 Sep 2006, Murray Jorgensen wrote: I am in a discriminant analysis situation with a frame containing several variables and a grouping factor, if you like: set.seed(200906) exampledf - as.data.frame(matrix(rnorm(50,5,2),nrow=10,ncol=5)) exampledf$Group - factor(rep(c(1,2,3),c(3,3,4))) exampledf I'm sure there must be a simple way to get the within group pooled covariance matrix but I haven't found it yet. There are two versions of this, weighted and unweighted, and the difference caused confusion in the early discriminant analysis literature. (See MASS4 p.333.) The weighted version is conventional. Suppose you have a matrix X and a grouping factor g. Then either of group.means - rowsum(X, g)/as.vector(table(g)) group.means - tapply(X, list(rep(g, ncol(X)), col(X)), mean) gives the group means, and var(X - group.means[g,]) seems to be what you want. I started thinking that one might begin by forming a frame with the same dimensions but containing the group means. But then I found a thread from two years back called Getting the groupmean for each person which seemed to imply that doing this was a bit subtle even for ncol=1. Hence I will risk a question to the list. That thread seems to be about efficiency for very large matrices on R of two years' ago. -- Dr Murray Jorgensen http://www.stats.waikato.ac.nz/Staff/maj.html Department of Statistics, University of Waikato, Hamilton, New Zealand Email: [EMAIL PROTECTED]Fax 7 838 4155 Phone +64 7 838 4773 wkHome +64 7 825 0441Mobile 021 1395 862 __ R-help@stat.math.ethz.ch 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] Pooled Covariance Matrix
I am in a discriminant analysis situation with a frame containing several variables and a grouping factor, if you like: set.seed(200906) exampledf - as.data.frame(matrix(rnorm(50,5,2),nrow=10,ncol=5)) exampledf$Group - factor(rep(c(1,2,3),c(3,3,4))) exampledf I'm sure there must be a simple way to get the within group pooled covariance matrix but I haven't found it yet. I started thinking that one might begin by forming a frame with the same dimensions but containing the group means. But then I found a thread from two years back called Getting the groupmean for each person which seemed to imply that doing this was a bit subtle even for ncol=1. Hence I will risk a question to the list. Thanks for any help, Murray Jorgensen -- Dr Murray Jorgensen http://www.stats.waikato.ac.nz/Staff/maj.html Department of Statistics, University of Waikato, Hamilton, New Zealand Email: [EMAIL PROTECTED]Fax 7 838 4155 Phone +64 7 838 4773 wkHome +64 7 825 0441Mobile 021 1395 862 __ R-help@stat.math.ethz.ch 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.
