Finding inverse matrix in R
I have a variance covariance matrix S:
> S
[,1] [,2]
[1,] 4 -3
[2,] -3 9
I am trying to find an inverse of it.
The code I have is:
>invS <- (1/((S[1,1]*S[2,2])-(S[1,2]*S[2,1])))*S
[,1] [,2]
[1,] 0.1481481 -0.1111111
[2,] -0.1111111 0.3333333
However, if I use solve(), I get this:
>invSalt <- solve(S)
[,1] [,2]
[1,] 0.3333333 0.1111111
[2,] 0.1111111 0.1481481
Why is invS incorrect? What should I change to correct it?
r covariance variance covariance-matrix
asked Nov 23 '18 at 18:08
Feyzi BagirovFeyzi Bagirov
4001723
add a comment |
I have a variance covariance matrix S:
> S
[,1] [,2]
[1,] 4 -3
[2,] -3 9
I am trying to find an inverse of it.
The code I have is:
>invS <- (1/((S[1,1]*S[2,2])-(S[1,2]*S[2,1])))*S
[,1] [,2]
[1,] 0.1481481 -0.1111111
[2,] -0.1111111 0.3333333
However, if I use solve(), I get this:
>invSalt <- solve(S)
[,1] [,2]
[1,] 0.3333333 0.1111111
[2,] 0.1111111 0.1481481
Why is invS incorrect? What should I change to correct it?
r covariance variance covariance-matrix
asked Nov 23 '18 at 18:08
Feyzi BagirovFeyzi Bagirov
4001723
add a comment |
I have a variance covariance matrix S:
> S
[,1] [,2]
[1,] 4 -3
[2,] -3 9
I am trying to find an inverse of it.
The code I have is:
>invS <- (1/((S[1,1]*S[2,2])-(S[1,2]*S[2,1])))*S
[,1] [,2]
[1,] 0.1481481 -0.1111111
[2,] -0.1111111 0.3333333
However, if I use solve(), I get this:
>invSalt <- solve(S)
[,1] [,2]
[1,] 0.3333333 0.1111111
[2,] 0.1111111 0.1481481
Why is invS incorrect? What should I change to correct it?
r covariance variance covariance-matrix
asked Nov 23 '18 at 18:08
Feyzi BagirovFeyzi Bagirov
4001723
I have a variance covariance matrix S:
> S
[,1] [,2]
[1,] 4 -3
[2,] -3 9
I am trying to find an inverse of it.
The code I have is:
>invS <- (1/((S[1,1]*S[2,2])-(S[1,2]*S[2,1])))*S
[,1] [,2]
[1,] 0.1481481 -0.1111111
[2,] -0.1111111 0.3333333
However, if I use solve(), I get this:
>invSalt <- solve(S)
[,1] [,2]
[1,] 0.3333333 0.1111111
[2,] 0.1111111 0.1481481
Why is invS incorrect? What should I change to correct it?
r covariance variance covariance-matrix
r covariance variance covariance-matrix
asked Nov 23 '18 at 18:08
Feyzi BagirovFeyzi Bagirov
4001723
asked Nov 23 '18 at 18:08
Feyzi BagirovFeyzi Bagirov
4001723
asked Nov 23 '18 at 18:08
Feyzi BagirovFeyzi Bagirov
4001723
asked Nov 23 '18 at 18:08
Feyzi BagirovFeyzi Bagirov
4001723
asked Nov 23 '18 at 18:08
Feyzi BagirovFeyzi Bagirov
4001723
4001723
add a comment |
add a comment |
2 Answers
2
active
oldest
votes
You correctly found the determinant in the denominator, but the rest is wrong.
Off-diagonal elements should be with the opposite sign, while the diagonal elements should be switched. Both of those things are clearly visible when comparing the two matrices.
That's not the most convenient thing to do by hand, so solve is really better. If you insist on doing it manually, then you could use
matrix(rev(S), 2, 2) / (prod(diag(S)) - S[1, 2] * S[2, 1]) * (2 * diag(1, 2) - 1)
# [,1] [,2]
# [1,] 0.3333333 0.1111111
# [2,] 0.1111111 0.1481481
answered Nov 23 '18 at 18:14
Julius VainoraJulius Vainora
36.9k76481
add a comment |
The correct formula is
(1/((S[1,1]*S[2,2])-(S[1,2]*S[2,1])))* matrix(c(S[2,2], -S[2,1], -S[1,2], S[1,1]),2)
answered Nov 23 '18 at 18:18
dwwdww
15k22656
add a comment |
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
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active
oldest
votes
You correctly found the determinant in the denominator, but the rest is wrong.
Off-diagonal elements should be with the opposite sign, while the diagonal elements should be switched. Both of those things are clearly visible when comparing the two matrices.
That's not the most convenient thing to do by hand, so solve is really better. If you insist on doing it manually, then you could use
matrix(rev(S), 2, 2) / (prod(diag(S)) - S[1, 2] * S[2, 1]) * (2 * diag(1, 2) - 1)
# [,1] [,2]
# [1,] 0.3333333 0.1111111
# [2,] 0.1111111 0.1481481
answered Nov 23 '18 at 18:14
Julius VainoraJulius Vainora
36.9k76481
add a comment |
You correctly found the determinant in the denominator, but the rest is wrong.
Off-diagonal elements should be with the opposite sign, while the diagonal elements should be switched. Both of those things are clearly visible when comparing the two matrices.
That's not the most convenient thing to do by hand, so solve is really better. If you insist on doing it manually, then you could use
matrix(rev(S), 2, 2) / (prod(diag(S)) - S[1, 2] * S[2, 1]) * (2 * diag(1, 2) - 1)
# [,1] [,2]
# [1,] 0.3333333 0.1111111
# [2,] 0.1111111 0.1481481
answered Nov 23 '18 at 18:14
Julius VainoraJulius Vainora
36.9k76481
add a comment |
You correctly found the determinant in the denominator, but the rest is wrong.
Off-diagonal elements should be with the opposite sign, while the diagonal elements should be switched. Both of those things are clearly visible when comparing the two matrices.
That's not the most convenient thing to do by hand, so solve is really better. If you insist on doing it manually, then you could use
matrix(rev(S), 2, 2) / (prod(diag(S)) - S[1, 2] * S[2, 1]) * (2 * diag(1, 2) - 1)
# [,1] [,2]
# [1,] 0.3333333 0.1111111
# [2,] 0.1111111 0.1481481
answered Nov 23 '18 at 18:14
Julius VainoraJulius Vainora
36.9k76481
You correctly found the determinant in the denominator, but the rest is wrong.
Off-diagonal elements should be with the opposite sign, while the diagonal elements should be switched. Both of those things are clearly visible when comparing the two matrices.
That's not the most convenient thing to do by hand, so solve is really better. If you insist on doing it manually, then you could use
matrix(rev(S), 2, 2) / (prod(diag(S)) - S[1, 2] * S[2, 1]) * (2 * diag(1, 2) - 1)
# [,1] [,2]
# [1,] 0.3333333 0.1111111
# [2,] 0.1111111 0.1481481
answered Nov 23 '18 at 18:14
Julius VainoraJulius Vainora
36.9k76481
edited Nov 23 '18 at 18:21
answered Nov 23 '18 at 18:14
Julius VainoraJulius Vainora
36.9k76481
answered Nov 23 '18 at 18:14
Julius VainoraJulius Vainora
36.9k76481
answered Nov 23 '18 at 18:14
Julius VainoraJulius Vainora
36.9k76481
36.9k76481
add a comment |
add a comment |
The correct formula is
(1/((S[1,1]*S[2,2])-(S[1,2]*S[2,1])))* matrix(c(S[2,2], -S[2,1], -S[1,2], S[1,1]),2)
answered Nov 23 '18 at 18:18
dwwdww
15k22656
add a comment |
The correct formula is
(1/((S[1,1]*S[2,2])-(S[1,2]*S[2,1])))* matrix(c(S[2,2], -S[2,1], -S[1,2], S[1,1]),2)
answered Nov 23 '18 at 18:18
dwwdww
15k22656
add a comment |
The correct formula is
(1/((S[1,1]*S[2,2])-(S[1,2]*S[2,1])))* matrix(c(S[2,2], -S[2,1], -S[1,2], S[1,1]),2)
answered Nov 23 '18 at 18:18
dwwdww
15k22656
The correct formula is
(1/((S[1,1]*S[2,2])-(S[1,2]*S[2,1])))* matrix(c(S[2,2], -S[2,1], -S[1,2], S[1,1]),2)
answered Nov 23 '18 at 18:18
dwwdww
15k22656
answered Nov 23 '18 at 18:18
dwwdww
15k22656
answered Nov 23 '18 at 18:18
dwwdww
15k22656
answered Nov 23 '18 at 18:18
dwwdww
15k22656
15k22656
add a comment |
add a comment |
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