[R] Calculating interval for conditional/unconditional correlation matrix

[Moshe Olshansky]

Hi Ana,

There are two problems:

First of all, if you want your matrix to have 4 columns it's number of elements should not be 17!

Secondly, and this is what causes your error message, you should not call your second function matrix. Call it matrix1, my_matrix, whatever. Otherwise R thinks that you are calling your matrix function within itself.


--- On Sun, 21/9/08, Ana Kolar <annakolar at yahoo.com> wrote:

> From: Ana Kolar <annakolar at yahoo.com>
> Subject: [R] Calculating interval for conditional/unconditional correlation matrix
> To: "R" <r-help at r-project.org>
> Received: Sunday, 21 September, 2008, 8:05 PM
> Hi there,
> 
> Could anyone please help me to understand what should be
> done in order not to get this error message: Error:
> evaluation nested too deeply: infinite recursion /
> options(expressions=)?
> 
> Here is my code:
> 
> determinant<-
> function(x){det(matrix(c(1.0,0.2,0.5,0.8,0.2,1.0,0.5,0.6,0.5,0.5,0.5,1.0,x,0.8,0.6,x,1.0),ncol=4,byrow=T))}
> 
> matrix<-
> function(x){(matrix(c(1.0,0.2,0.5,0.8,0.2,1.0,0.5,0.6,0.5,0.5,0.5,1.0,x,0.8,0.6,x,1.0),ncol=4,byrow=T))}
> 
> 
> conditional<-function(x,varcov){
>     varcov<-matrix(x)
>     sigmaxx<-varcov[3,3]
>     sigmaxz<-varcov[3,1:2]
>     sigmayy<-varcov[4,4]
>     sigmayz<-varcov[4,1:2]
>     sigmazx<-varcov[1:2,3]
>     sigmazy<-varcov[1:2,4]
>     sigmazz<-varcov[1:2,1:2]
>    
> (x-sigmaxz%*%solve(sigmaZZ)%*%sigmazy)/sqrt((sigmaxx-sigmaxz%*%solve(sigmaZZ)%*%sigmazx)*(sigmayy-sigmayz%*%solve(sigmaZZ)%*%sigmazy))}
> 
> interval<-uniroot(determinant,lower = min(c(0,1)), upper
> = max(c(0,1)))
> 
> I tried also with the code below, but got the same Error
> message.
> 
> lower.bound<-uniroot(determinant,c(0,0.5))$root
> upper.bound<-uniroot(determinant,c(0.51,1))$root
> 
> 
> Your help will be greatly appreciate!
> 
> Ana
> 
> 
> 
>       
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> 
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