Write r code for applying given method

Assignment Help Advanced Statistics
Reference no: EM131577888

STATISTICS/MATRIX ALGEBRA

In this uploaded paper - The description of the alternating projections method.

Write R code for applying this method in order to compute the nearest correlation matrix when a symmetric matrix is given(see paper for details).

In my case I don't want to use directly the "nearPD" function from R but I want to write my own simpler code without using so many constraints as the above function.

Project to sets S and U and to use the Dykstra correction(see paper).

Test the code to a simple real data set(for example a 8x8 matrix of stocks).

Attachment:- paper.pdf

Reference no: EM131577888

Questions Cloud

Identify principles that govern human and animal behavior : Identify principles that govern human and animal behavior. Apply these principles to your own life
Make a fsm with output that produces an output of one : Construct a finite-state machine with output that produces an output of 1 if the bit string read so far as input ends with four or more consecutive 1s.
How do cultural dynamics impact collaboration : How do cultural dynamics impact collaboration? How will you use the information to better understand working with American Indian communities?
Bank account that pays you five percent interest annually : You currently have $20000.00 in a bank account that pays you 5 percent interest annually. How much are you going to have in that account at the end of 10 years?
Write r code for applying given method : Write R code for applying this method in order to compute the nearest correlation matrix when a symmetric matrix is given(see paper for details).
What ethical considerations are important to research : Researchers must protect participants and be aware of appropriate methods for obtaining information
Discuss the style by which you learned to read : Write an essay of 1,000-1,250 words in which you analyze constructivist and explicit instructional approaches, discuss the style by which you learned to read.
What is value of investment : An investment offers $7100 per year for 24 years, with first payment occurring 1 year from now. If required return is 14 percent, what is value of investment?
Construct a dfsa that recognizes the set : Construct a finite-state machine with output that produces an output of 1 if the bit string read so far as input contains four or more consecutive 1s.

Reviews

len1577888

7/25/2017 2:38:38 AM

uploaded a paper in which there is the description of the alternating projections method. I want to write R code for applying this method in order to compute the nearest correlation matrix when a symmetric matrix is given(see paper for details). In my case I don't want to use directly the "nearPD" function from R but I want to write my own simpler code without using so many constraints as the above function. I want just to project to sets S and U and to use the Dykstra correction(see paper). Finally,I want to test the code to a simple real data set(for example a 8x8 matrix of stocks).

Write a Review

Advanced Statistics Questions & Answers

  Construct the equation of the regression line

Construct the equation of the regression line and interpret the coefficients and using the output of the regression above, determine the slope and the intercept.

  Find the steady-state probabilities in simplest form

Show that the chain is reversible and find the steady-state probabilities {πi} in simplest form. Find a condition on {P0j; j ≥ 0} and {Pj0; j ≥ 0} that is sufficient to ensure that all states are positive recurrent.

  Determining the risk and uncertainty

What do you think is the typical situation in the business world: risk or uncertainty? Can you think of situations in the business world or other real life situations where you would need to estimate probabilities?

  Plot extrusion limit diagram using maximum extrusion force

Plot extrusion limit diagram using maximum extrusion force vs. extrusion temperature.

  Create a research question with metric variables

Create a research question with metric variables and one variable that requires dummy coding - Estimate the model and report results

  Quantitative applications in management and research

Quantitative Techniques is a scientific and for enhancing creative and judicious capabilities of a decision maker", also state the different elements of Decision.

  Advantages and disadvantages of statistical analysis

Why is statistical analysis preferable to visual inspection ("eye-balling") of data when making managerial decisions?

  Question 1a corporation produces packages of paper clips

question 1a corporation produces packages of paper clips. the number of clips per package varies as indicated below for

  State the wlln for the iid rv s

For any given y, let Ij(y) be the indicator function of the event {Xj ≤ y}, where X1, X2, ... , Xj, ... are IID rv s with the CDF FX (x). State the WLLN for the IID rv s {I1(y), I2(y), .. .}.

  Description of business research

Of the three research designs types (exploratory, formalized, and casual), which would you use to assess the effectiveness of an aspect of your job? Explain.

  Presentation on statistical test of snack foods

List at least three qualitative attributes of the snack food about which they might want to ask consumers. Make sure at least one of them is nominal.

  Computing fair value of coupon paying bond

A firm has an issue of $1,000 par value bonds with a 9% stated interest rate outstanding. The issue pays interest annually and has 20 years remaining to its maturity date.

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd