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0answers
16 views

Reduce time R takes for model building [on hold]

I am building machine learning algorithms in my laptop. It has i3 processor and 16 GB RAM. Despite using multiple cores (3 out of 4), it takes 2 days to run all the techniques that I am trying to run ...
6
votes
0answers
56 views

Tucker factorisation to compare multiple PCA decompositions?

This is an entry level question for multiway matrix decompositions. I have a set/population $k$ of entities (here biological cells) for each of which I also have a number ($l$) of flavours of length $...
0
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0answers
17 views

Impulse Response Function - Negative Shocks on R

I have two questions on how to produce impulse responses using R (1) Impulse responses to a negative shock in the independent variable (money supply) (2) Impulse responses at 2 standard deviations ...
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0answers
73 views

Problem in using N-BFGS-B in optim

I am a beginner user of R. I am trying to maximize log likelihood function with the bounded parameters. The function is a kind of gamma mixture model which try to ...
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0answers
30 views

Implementation in R of $l_2$ penalized weighted quantile regression

I am struggling with such a minimization problem: $$ min_{\mathbf{w}}~~\left( \lambda ||\mathbf{w}||^2 + \sum_{i=1}^{n}v_i |a_i - \mathbf{x_i}^\top\mathbf{w} - b | \right) $$ Here $v_i$ is weight of ...
5
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0answers
55 views

Difference of convex functions optimization problem in R

I am seeking of any already written R package which could help in optimization technique which is called Difference of convex functions. This technique is sketched here and could be very useful for ...
0
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0answers
8 views

R - Best practice to deal with redundancy and suppression in multivariate regression analysis?

I have to run a OLS on census and secondary DV. I am pretty new to R and I wonder what is the best and simplest way to deal with redundancy and suppression.
5
votes
3answers
212 views

matrix storage, many rows or many columns?

tl;dr Should I store a matrix of Nx3 elements row-wise or column-wise, if I'm going to access 3 elements at a time? Does it matter? I'm setting up a numerical simulation with matrices of x,y,z ...
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0answers
84 views

How to adjust scikit-learn FactorAnalysis() settings to get scores output similar to one from factanal() in R?

I'm new to factor analysis and I need to compute factor scores using Python. I have R code to compute scores and I want to ...
0
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3answers
226 views

Easiest Way to Begin GPU Computing

What is the the simplest way to get started using GPU computing? My interests are primarily in neural networks and I would love to start using GPUs, but my time for learning GPU computing is very ...
2
votes
1answer
140 views

Monte Carlo Double Integration Implementation

Am implementing a monte carlo integration routine to compute this double integral in eqn 0.3 of page 2 of this paper 'Mobius energy of knots and unknots', Annals of Mathematics, http://www.math.ucsb....
2
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2answers
302 views

Is my Restricted (Natural) Cubic Spline equation wrong?

I am trying to fit a restricted cubic spline (natural cubic spline) with 4 knots to toy data, attempting to follow Hastie, Tibshirani, Friedman 2nd ed. 5.2.1 p.144-146, Eqs 5.4 and 5.5. Data: Is ...
0
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0answers
115 views

R: system is exactly singular: U[1,1]=0

I like to analyze correlation between 3 matrix data(LAI, prcp, tavg). The dimensions of the matrix are x=751, y=601, z=634. My ...
1
vote
1answer
116 views

How we can implement the result of maximum principle in our numerical optimization algorithm?

I have an algorithm (in R) that maximizes a convex function on a compact convex set in every iteration. Based on the maximum principle, I know that the maximima are only attained on the boundary. But ...
1
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0answers
46 views

Package for integration over non-rectangular region

I want to compute the expected value of a multivariate function f(x) wrt to dirichlet distribution. My problem is "penta-nomial" (i.e 5 variables) so calculating ...
3
votes
1answer
312 views

Is R or Matlab currently faster?

The most up-to-date performance benchmarks comparison between R and Matlab that I could find are several years out of date: 1 2 Is anyone aware of a more up-to-date comparison?
0
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2answers
117 views

What is 'SOLVER' in R and Statistics/Analytics ?

**strong text**a) I tried to research on what exactly is a SOLVER only to find a not clear-cut simple answer. My doubts still remain after going through several sites full of discussions about it. I ...
0
votes
1answer
45 views

Signal balancing using SVD: notations and implementation in R

Hibbs et. al use SVD to balance the strength of different underlying signals in gene expression data using the following decomposition: $X_{m*n} = U_{m*n} \Sigma_{n*n} V^T_{n*n}$ In this case $U$ ...
2
votes
1answer
446 views

How do I simultaneously minimize two different functions who have the same inputs?

I want to minimize two different functions simultaneously who have the same inputs. The functions are both linear and non-exponential. $$F_1(X_1, X_2) = a_1X_1 + a_2X_2$$ $$F_2(X_1, X_2) = b_1X_1 + ...
1
vote
1answer
532 views

computing the inverse of a large block diagonal sparse matrix in r

I would like to compute the inverse of some large block diagonal sparse matrix. The number of rows and columns is somewhat over 50,000. The blocks are 12 by 12 and are sparse (27 non zero elements). ...
1
vote
1answer
107 views

what went wrong with my logistic regression implementation in c++?

I have implemented a simple logistic regression function with IRLS algorithm using the armadillo linear algebra libray ...
2
votes
3answers
216 views

R/C/C++ library for N-dimensional arrays

I'm looking for a library that is either in R or easily wrappable with R, that can do the following things: construct and subset N-dimensional arrays perform operations such as ...
0
votes
1answer
7k views

why Lapack routine dgesv doesn't solve this?

Suppose I have the following 3 by 3 matrix: p<-3 X<-matrix(1/p,p,p) --$\pmb X$ is just a $p$ by $p$ matrix where every entry is $1/p$. Now I want to solve ...
0
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1answer
202 views

How could I implement this neural network in R? [closed]

In Establishing, versus maintaining, brain function: a neurocomputational model of cortical reorganisation after injury to the immature brain, Varier et al develop a neural network model of motor ...
7
votes
2answers
665 views

adaptive Gauss-Kronrod quadrature with vector-valued integrand

So I'm trying to implement a Gauss-Kronrod adaptive quadrature. That is, I want to calculate $$\int_a^b f(x) dx = \sum_i f(x_i) w_i$$ where f(x) is evaluated at multiple points at once for ...
3
votes
1answer
108 views

Constrained System / Combinatorial Problem

Let $x\in \mathbb{R}^{n}$, $Y\in \mathbb{R}^{mxn}$. We can then define: $row_{i}(Y)=$ $i^{th}$ row of $Y$ $column_{i}(Y)=$ $i^{th}$ column of $Y$ $x_{i}=i^{th}$ element of $x$ $sum(x)=$ sum of ...
0
votes
1answer
50 views

R language - how to list variables in use

How can I generate a list of all the variables that have been assigned in an R language session?
3
votes
1answer
216 views

LU Decomposition with memory-mapped matrices

I have a ~4.12 Tb structured relatively-sparse matrix dataset (about 8% of the matrix entries are non-zero) that i want to apply an LU decomposition, however, given the size of it, loading it in ...
0
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0answers
134 views

How to avoid over fitting? An application of GBM boosting package

I distributed my data into 90% training and 10% testing, then I build a boosting regression model using GBM boosting package in R which is very similar to the famous Adaboost regression model. There ...
14
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4answers
695 views

For which statistical methods are GPUs faster than CPUs?

I have just installed a Nvidia GT660 graphic card on my desktop and, after some struggle, I manage to interface it with R. I have been playing with several R packages that use GPUs, especially ...
3
votes
3answers
3k views

How to avoid NaN in optim?

Suppose, I have a function and want to optimize it. But if I use optim() which gives warnings(). How can I avoid these warnings ...
1
vote
1answer
125 views

Calculating AIC (in R or any other statistical software)

I am trying to fit the log-log plot of the cumulative distribution of a network to one of three models: Exponential (EXP) ($P(k)\sim e^{-ak}$), Exponentially truncated power law (TRU) ($P(k)\sim k^{a-...
4
votes
3answers
2k views

Storing a large, sparse array for R and Python

I've been working in R but sometimes switching to python. I'd like a more inter-language portable way of storing a large array than a csv file. (The particular csv file I'm dealing with is about 10^6 ...
5
votes
1answer
135 views

complexity constants in median computations same as that of general quantiles?

I would like to know whether the constant in the time complexity of computing the median is different from that of computing general quantiles. In R for example: ...