[R] a correlation matrix subset where the subset avg. is a maximum

2006-10-13 Thread Ryan Austin
Hello R group, Given a correlation matrix, I would like to obtain the best subset of pairs in the matrix of some size n such that the mean of r for that subset is a maximum compared to any other possible subset of size n. I've been looking at the deal and subselect packages but they don't

[R] a correlation matrix subset where the subset avg is a maximum

2006-10-13 Thread Ryan Austin
Hello R group, Given a correlation matrix, I would like to obtain the best subset of pairs in the matrix of some size n such that the mean of r for that subset is a maximum compared to any other possible subset of size n. I've been looking at the deal and subselect packages but they don't

[R] a correlation matrix subset where the subset avg. is a maximum

2006-10-13 Thread Ryan Austin
Hello R group, Given a correlation matrix, I would like to obtain the best subset of pairs in the matrix of some size n such that the mean of r for that subset is a maximum compared to any other possible subset of size n. I've been looking at the deal and subselect packages but they don't

Re: [R] a correlation matrix subset where the subset avg is a maximum

2006-10-13 Thread Ryan Austin
Thanks for the thought in any case Mark. Your right about the brute force. I'll expand a bit with an example though for the sake of clarity. Given a correlation matrix of 4 covariates ABCD with distances of: AB=0.2; AC=0.6; AD=0.3 ; BC=0.9 ; BD=0.8 ; CD=0.7 Find the optimal subset (size n, n

Re: [R] a correlation matrix subset where the subset avg is a maximum

2006-10-13 Thread Ryan Austin
Thanks for the thought in any case Mark. Your right about the brute force. I'll expand a bit with an example though for the sake of clarity. Given a correlation matrix of 4 covariates ABCD with distances of: AB=0.2; AC=0.6; AD=0.3 ; BC=0.9 ; BD=0.8 ; CD=0.7 Find the optimal subset (size n, n

Re: [R] a correlation matrix subset where the subset avg is a maximum

2006-10-13 Thread Ryan Austin
Thanks for the thought in any case Mark. Your right about the brute force. I'll expand a bit with an example though for the sake of clarity. Given a correlation matrix of 4 covariates ABCD with distances of: AB=0.2; AC=0.6; AD=0.3 ; BC=0.9 ; BD=0.8 ; CD=0.7 Find the optimal subset (size n, n

Re: [R] a correlation matrix subset where the subset avg is a maximum

2006-10-13 Thread Ryan Austin
Dirk, I wasn't aware I was. However, my mail server and local network have been really glitchy today. My apologies. The discretion of a personal email would have been appreciated. Dirk Eddelbuettel wrote: Ryan, For Pete's sake please stop sending everything three times! Thanks, Dirk