RHRPO>
RHRPO> Hi R-users,
RHRPO> _I have a data from multi skew t and would like to transform each of
the data to uniform data._ I tried using 'pmst' but only got one output:
RHRPO> _
RHRPO> > rr1 <- as.vector(r1);rr1
RHRPO> _[1]_ 0.7207582_ 5.2250906_ 1.7422237_ 0.5677233_ 0.7473555 -0.6020626
-2.1947872 -1.1128313 -0.6587316 -1.1409261
RHRPO> _
RHRPO> _
RHRPO> > pmst(rr1, xi=rep(0,10), Omega=diag(10), alpha=rep(1,10), df=5)
RHRPO> [1] 3.676525e-09
you are computing a 10-dimensional distribution function at a
a 10-dimensional point; so you get a single number out -- this is
as expected.
I presume that actually you want to compute a 1-dimensional
distribution at 10 different points, which is achieved by
pst(rr1, dp=c(0,1,1,5))
[1] 0.564580 0.996707 0.867177 0.497123 0.575915 0.085922 0.004127
0.030807 [9] 0.076839 0.029117
Best regards,
Adelchi Azzalini
--
Adelchi Azzalini <azzalini at stat.unipd.it>
Dipart.Scienze Statistiche, Universit? di Padova, Italia
tel. +39 049 8274147, http://azzalini.stat.unipd.it/