On Jul 21, 2011, at 12:22 AM, B. Jonathan B. Jonathan wrote:
Thanks David for your pointer. Here my original matrix is VCV matrix
which is the utmost important matrix in finance. However in reality
what happens is that due to incomplete data. lot of missing values
(or some other problems)
Thanks David for your pointer. Here my original matrix is VCV matrix which
is the utmost important matrix in finance. However in reality what happens
is that due to incomplete data. lot of missing values (or some other
problems) that matrix may be unstable like min eigen value is negative or
very c
On Jul 20, 2011, at 11:17 PM, B. Jonathan B. Jonathan wrote:
It is not any homework problem. I just need some pointer. Given that
I think
I would be able to carry forward.
Then what kind of problem _is_ it? You say:
"nearest matrix" ... using what measure for distance or similarity?
"..
It is not any homework problem. I just need some pointer. Given that I think
I would be able to carry forward.
Thanks,
On Thu, Jul 21, 2011 at 4:52 AM, Bert Gunter wrote:
> A homework problem?
> -- Bert
>
> On Wed, Jul 20, 2011 at 10:06 AM, B. Jonathan B. Jonathan
> wrote:
> > Dear all, my que
A homework problem?
-- Bert
On Wed, Jul 20, 2011 at 10:06 AM, B. Jonathan B. Jonathan
wrote:
> Dear all, my question is not directly related to R, however I believe that
> experts here would not mind anything to have a look on my problem.
>
> Please consider a symmetric matrix and it's eigen valu
Dear all, my question is not directly related to R, however I believe that
experts here would not mind anything to have a look on my problem.
Please consider a symmetric matrix and it's eigen values:
> set.seed(1)
> mat <- matrix(rnorm(36), 6)
> mat <- mat %*% t(mat) # symmetric matrix
> mat
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