See gsorth() in the heplots package. On 11/3/2010 1:55 PM, adet...@uw.edu wrote:
Suppose one wanted to consider random variables X_1,...X_n and from each subtract off the piece which is correlated with the previous variables in the list. i.e. make new variables Z_i so that Z_1=X_1 and Z_i=X_i-cov(X_i,Z_1)Z_1/var(Z_1)-...- cov(X_i,Z__{i-1})Z__{i-1}/var(Z_{i-1}) I have code to do this but I keep getting a "non-conformable array" error in the line with the covariance. Does anyone have any suggestions? Here is my code:gov=read.table(file.choose(), sep="\t",header=T) gov1=gov[3:length(gov[1,])] n_indices=length(names(gov1)) x=data.matrix(gov1) v=x R=matrix(rep(0,length(x[,1])*length(x[1,])),length(x[,1])) for(j in 1:n_indices){ u=matrix(rep(0,length(v[,1])),length(v[,1])) for(i in 1:j-1){ u = u+cov(v[,j],v[,i])*v[,i]/var(v[,i]) #(error here) } v[,j]=v[,j]-u } Thanks, Andrew [[alternative HTML version deleted]]
-- Michael Friendly Email: friendly AT yorku DOT ca Professor, Psychology Dept. York University Voice: 416 736-5115 x66249 Fax: 416 736-5814 4700 Keele Street Web: http://www.datavis.ca Toronto, ONT M3J 1P3 CANADA ______________________________________________ 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.
