search for: covarainc

Dear all, I need to extract the covariance matrix of my quantile regression estimation to use in a test. My regression is: qf2_1 <- summary(rq(wb2 ~ apv2 + vol2, tau = phi2[1]), cov = TRUE) I can extract the covaraince matrix by using: qf2_1 [3]. However, if I try to use it in the test, it does not work. I only need to transform qf2_1[3] in a matrix 3x3. I have already tried: matrix(qf2_1[3], nrow=3, ncol=3) but it also does not work. By using the latter, I find: [,1] [,2] [,3] [1,] Numeric,9...

Hello, I would like to simulate randomly from a multivariate normal distribution using a correlation matrix, rho. I do not have sigma. I have searched the help archive and the R documentation as well as doing a standard google search. What I have seen is that one can either use rmvnorm in the package: mvtnorm or mvrnorm in the package: MASS. I believe I read somewhere that the latter was