[R] EOF and CCA analysis
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Aug 29 15:22:04 CEST 2006
That's a 10,000 x 120 matrix, if I understand you right. That is quite
modest. The key issue is to be able to do an SVD:
> A <- matrix(rnorm(1e4*120), 1e4, 120)
> dim(A)
[1] 10000 120
> system.time(svd(A))
[1] 2.79 0.13 2.93 NA NA
on a similar machine to yours, using 50Mb.
It would be worth considering downloading a suitable ATLAS-based
Rblas.dll if you are doing much of this.
On Tue, 29 Aug 2006, isidora k wrote:
>
> I have got windows and 1Gb ram. my matrices are
> monthly data for 10 years for sometimes more than
> 10,000 locations. I am going to perform the EOF on one
> variable at a time and then the CCA on the principal
> components that I will get from EOF. Do you think I
> could do that in R?I could also find a macintosh I
> could work with or get more RAM if you think this will
> cause problems, but I am more concerned with the
> software limitations if any!
> thank you so much for your help.
> Kind Regards
> Isidora
>
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--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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