A matrix (plural matrices) is a rectangular array of numbers, symbols, or expressions arranged in rows and columns. The individual items in a matrix are called its elements or entries.

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How to find rows of a given matrix that satisfy a certain property? [migrated]

Suppose that I have a 90x4 matrix, say matrixgroup1, and some of rows are zero vectors. I want to find the rows that are not zero vectors. The code that I try was: ...
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1answer
32 views

Recommenderlab - Getting the user_id out the RealRatingMatrix containing UBCF recommendations

I'm trying to use recommenderlab (with RSTUDIO) to get recommendations.When I'm using UBCF I can't extract the user id out of the realRatingMatrix containing the predictions, although I can do it with ...
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21 views

Transition probability matrix negative values of an M/M/C in R

I am trying to calculate a transition probability matrix of an M/M/C in R. The information given is the following : An IT support help desk represents a queuing system with five assistants taking ...
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1answer
22 views

Fix dominant columns/rows in symmetric data matrix?

I have a symmetric data matrix $A$, giving co-occurrence of events. That is, $A_{ij}$ is the frequency of occurrence of $i,j$ together. The diagonal elements of $A$ are unknown/indeterminate. I am ...
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29 views

R - system is computationally singular - dealing with small numbers

I'm working with a ~200x200 Markovian transition matrix of non-zero probabilities. Forcibly, these probabilities are, for the large part, going to be very small. I am trying to find the inverse of my ...
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1answer
34 views

Correcting for spatial autocorrelation in dissimilarity datasets

I have a community assembly dataset with 299 species at 15 sites. Im interested in correcting for the effect of spatial autocorrelation on beta-diversity (or species turnover). Dataset here. There is ...
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1answer
16 views

Steady state Markov Chain

is it able to count the steady state of problem with recurrent subchain.. for example if there are A B C D things and they are all recurrent. do they have steady state?? and also.. how to count ...
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1answer
25 views

Dimension Reduction

I have a n*m matrix, the rank of matrix (r) is near to min(m,n) I want to minimize the rank by removing some of the rows or columns to get r << min(m,n) The goal is to achieve least rank for ...
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1answer
151 views

Minimizing numbers along diagonal

Please forgive my ignorance if this isn't the appropriate place to ask this question, I'm by no means an expert in statistics. I'll omit most of the esoteric linguistic details here, but I've run up ...
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1answer
23 views

Why is this matrix code not behaving? [closed]

I'm running this code: ...
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5 views

Is there any R programs can get the Row and Column space of a matrix? [migrated]

In R, there is a method Null which can get the null space of a matrix. But, is there any R code can get the row and column space of a matrix ?
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23 views

faster alternatives to solve() in R [migrated]

If chol2inv(chol(matrix)) is not applicable to my matrix (i.e. not positive-definite square matrix), is there any other alternative methods in R to do matrix inversion (or avoiding the inversion). I ...
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2answers
59 views

Is every correlation matrix positive semi-definite?

I am generating correlation matrix by some new algorithm. Generated matrix is non positive semi definite matrix. I'm getting few negative eigenvalues. Rest of eigenvalues are quite equal to ideal ...
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1answer
80 views

Robust estimates of the covariance matrix in the big data space

I am trying to compute the robust estimates of the covariance matrix (and also the mean) in the big data space. I am aware of FastMVE and FastMCD (Minimum Covariance Determinant and Minimum Volume ...
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0answers
25 views

Efficient calculation of selected diagonals (bands) of a covariance matrix?

I'm looking for an algorithm that can calculate a select few diagonals of a covariance matrix. Here's the problem: I have an $m\times n$ data matrix $X$ where $m$ is the number of features, which is ...
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1answer
40 views

Why do some parameters not appear in the matrix equation for an ANOVA model?

Here is the question I have been working on and this is the answer of it I realised $\beta_3$ is not in the $\beta$ matrix. I don't understand why. Can anyone please explain this?
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1answer
27 views

Expected value of least squares estimator $\hat{\beta}$

Given $\hat{\beta} = (X^{T}X)^{-1}(X^{T}Y)$, how do you derive the expected value? I found answers for finding the variance matrix but not the expected value. Thank you kindly.
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24 views

How to find the covariance matrix? [duplicate]

I have some trouble understanding the concept of a covariance matrix. For instance, I'm going over this question that says: assume that we have U1, U2 and U3 as independent zero-mean, unit-variance ...
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1answer
72 views

Variance of Beta IV

I'm trying to calculate the variance of the Instrumental Variables (IV) estimator $${\hat \beta _{IV}} = {\left( {{Z^T}X} \right)^{ - 1}}{Z^T}y = \beta + {\left( {{Z^T}X} \right)^{ - 1}}{Z^T}u$$ (or, ...
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1answer
66 views

Determinant of the covariance matrix in a normal distribution

Suppose a $p \times 1$ vector $x \sim N_p(\boldsymbol 0, \boldsymbol \Sigma_1)$. Now, There is another covariance matrix $\boldsymbol \Sigma_2$. We know that $|\boldsymbol \Sigma_2| < |\boldsymbol ...
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23 views

Parametrizing a matrix (and algorithm) by its orthogonal complement

Given a large orthonormal matrix $U$, say $p\times p-k$ (with $k$ much smaller than $p$), is there an effficient way to parametrize $U$ by any matrix orthogonal complement (any orthonormal matrix ...
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1answer
47 views

How to correlate categorical personality and music genre preference scores?

I'm currently a third year Biology student and I've annoyingly screwed myself over by not following the golden rule of stats, always know how to analyze your data prior to conducting the experiment. ...
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13 views

Comparison of two correlation matrix of same dimension in R [duplicate]

I have two correlation matrices(Pearson).For example, metrices of (3 gene X 3 gene) for cancer samples and normal samples,individually. I have got gene-gene correlation for both sample. Now I want to ...
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30 views

What does hat matrix mean? [duplicate]

$$H= X(X'X)^{-1}X'$$ I understand that if we multiply $Y$ matrix by $H$ matrix, then we will have $\hat Y$. That's why we call it $H$ matrix. Can someone please let me know what $h_{ii}$ ($i$-th ...
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G and R matrices in mixed model and model selection

I have data in which the plants were subjected to four conditions and measured weekly for a month. I would like to incorporate "plot" as a random factor into my linear mixed model using SPSS. I am ...
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1answer
13 views

Generating Regression For Unknown Beta in Matlab

My professor wants me to generate a regression problem based on the following: B is fixed unknown 100,100 matrix, X is random 100,100 matrix and y and noise are a random scalar for every output. He ...
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1answer
63 views

Diagonal elements of the inverted correlation matrix

Is it true that the diagonal elements of the inverted correlation matrix will always be larger than 1? Why?
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47 views

Standardized regression coefficients

I have a question regarding standardized regression coefficients and the correlation matrix. I have a two part problem that I am working on, and I need to show that the correlation matrix R is equal ...
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0answers
8 views

Convergence of sample concentration matrix

I'm interested in the Frobenius or $\infty$ norm convergence rate bound for the sample inverse convariance (concentration) matrix. That is, suppose: $$ Y \sim \mathcal{N}_p\left(0, \Sigma\right) $$ ...
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14 views

Derive covariance of coefficients in simple linear regression [duplicate]

i just need help showing my work to show that Cov(b0,b1)=-xσ^2(sxx) i know that Cov(b0,b1)=E(b0b1)−E(b0)E(b1)=E(b0b1)−β0β1 and i know that var(b0,b1)=σ^2*(X'X)^-1
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135 views

Relative weights in regression analysis in SPSS: Matrix-approach vs. factor and regression

I am trying to perfome a relative weight analysis as described by Johnson (2000). I have 13 predictors to a more general indicator. Initially, I started by: running a principal component analysis ...
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8 views

How does this condition for exist?

The sum of the three vectors is b = (X′X)-1X′[Ed + En + Es] = (X′X)-1X′Y. Now, Y is the last column of X, so the preceding sum is the vector of least squares coefficients in the regression of the last ...
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23 views

Can anyone prove this?

A simple model of consumer spending on three types of goods consists of the following three equations: EDi = α1 + α2 PDi + α3 PNDi + α4 PSi + α5 Yi + εDi EN Di = β1 + β2 PDi + β3 PNDi + β4 PSi + ...
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1answer
34 views

Standard errors of the MLEs

Can anybody tell me how to find numerical values for standard errors of the MLEs of Weibull distribution using the uncensored real data set on the breaking stress of carbon fibres (in Gba) reported by ...
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1answer
62 views

Stata equivalent of array [closed]

I've been trying to solve this problem reading different material but I just can't figure it out. It's pretty simple and takes about 5 seconds to do in languages that work with arrays, but I can't ...
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1answer
41 views

Extremely new to R: Support.CEs package - help with design matrix please!

I've only started using R one day ago, still so much to get my head around. I need to create a choice experiment, and I have been following the example of H.Aizaki I think I have created a successful ...
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1answer
30 views

Mantel Test data assumptions

Does the Mantel Test works with non-normal distributed samples? I couldn't find anything clear enough about it.
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1answer
99 views

Design of matrix of contrasts in R

I am doing some post-hoc comparisons (in lme4, but here I'll just present a simple linear model), and I am having a hard time making sure that I am building the right matrix of contrasts to test ...
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121 views

Inverse covariance matrix, off-diagonal entries

Let $\Sigma$ be a covariance matrix. According to the material in this link, If the elements of $\Sigma$ are all positive, most of the off-diagonal elements in $\Sigma^{-1}$ will be negative ...
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14 views

Completing a matrix whose entries depend on time

Imagine you have a matrix, where each row represents an individual and each column represents a specific time interval. The entries of the matrix represent events occurring for a given person at a ...
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1answer
42 views

Order of Matrix Operations in Mahalanobis Calculations

I'm teaching myself to translate equations to code after many years of letting my math skills atrophy, and am trying to do it on my own as much as possible. I've run into a couple of difficult ...
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72 views

Restriction matrix for a VAR

In New Introduction to Multiple Time Series Analysis by Luetkepohl (2005), section 5.2.1, it says that one can specify linear restraints for a VAR, $Y = \beta X + U$, in the form $$ ...
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1answer
394 views

Does every semi-positive definite matrix correspond to a covariance matrix?

It is well-known that a covariance matrix must be semi-positive definite, however, is the converse true? That is, does every semi-positive definite matrix correspond to a covariance matrix?
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1answer
110 views

What does Determinant of Covariance Matrix give?

I am representing my 3d data in covariance matrix. I just want to know what the determinant of a covariance matrix gives. If the determinant is positive, zero, negative, high positive, high negative, ...
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12 views

How to calculate the correlation between a variable and a matrix of variables

I'm trying to improve a factory quality control. I have some variables from the melting process (something like ten control variables) that changes trough time (a matrix of the values of those ...
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0answers
51 views

How to calculate the correlation between a variable and a matrix of variables

I'm trying to improve a factory quality control. I have some variables from the melting process (something like ten control variables) that changes trough time (a matrix of the values of those ...
0
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2answers
78 views

Finding independent “clusters” in a matrix

I've called my question "clustering" but I am not sure if that's the right term. Imagine my matrix looks like this: ...
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22 views

Calculation the Expectation of an Inverse Wishart matrix

I have $\boldsymbol{A} = \boldsymbol{G}^H \boldsymbol{G}$ is a Wishart matrix, i.e, $\boldsymbol{G}^H \boldsymbol{G} \sim \mathcal{W}_K (M, \boldsymbol{\Lambda})$ with $\boldsymbol{\Lambda} = ...
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1answer
28 views

Is it a Wishart matrix?

We know that an $m \times m$ random matrix $\boldsymbol{A} = \boldsymbol{H} \boldsymbol{H}^H$ is a (central) real/complex Wishart matrix with $n$ degrees of freedom and covariance matrix ...
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1answer
81 views

Different results for Singular Value Decomposition (SVD) using different tools

I am currently implementing Latent Semantic Analysis in Java using the EJML library for the preliminary Singular Value Decomposition (SVD). I am testing my code against the original term frequency ...