search for: dmvt

Is there any way to know how the "dmvt" function computes the hypergeometric function needed in the calculation for the density of multivariate t distribution? -- View this message in context: http://r.789695.n4.nabble.com/hypergeometric-function-in-mvtnorm-tp4483730p4483730.html Sent from the R help mailing list archive at Nabb...

...I apologize but I cut and paste the wrong snippet earlier and made a typo in doing so, but the result is the same with the more appropriate snippet. require(mvtnorm) require(ggplot2) set.seed(1234) xx <- data.frame(rmvt(100, df = c(13, 13))) v <- ggplot(data = xx, aes(x = X1, y = X2, z = dmvt, df = c(13,13))) v + geom_contour() Don't know how to automatically pick scale for object of type function. Defaulting to continuous. Error: Aesthetics must be either length 1 or the same as the data (100): x, y, z, df I do not understand how to put in a function as an argument to geom_contou...

...et.seed( 1234 ) xx <- data.frame( rmvt( 100, df = c( 13, 13 ) ) ) xx2 <- expand.grid( X1 = seq( -5, 5, 0.1 ) # all combinations... could be used to fill a matrix , X2 = seq( -5, 5, 0.1 ) ) # compute density as a function of the grid of points xx2$d <- dmvt( as.matrix( xx2[,1:2] ) ) # feels weird not specifying measures of centrality or spread ggplot( data = xx , aes( x = X1 , y = X2 ) ) + geom_point() + # might want this line after the geom_contour geom_contour( data = xx2 # may want to consider geo...

...) ggplot(data = xx, aes(x = X1, y= X2)) + geom_point() + geom_density2d() It yields a scatterplot of X2 against X1 and a KDE contour plot of the density (as it should). My question is: is it possible to change the contour plot to display the contours of a two-dimensional density function (say dmvt), using ggplot2? The remaining figures in my document are in ggplot2 and therefore I am looking for a ggplot2 solution. Thanks in advance! BFD [[alternative HTML version deleted]]

...> > > > It yields a scatterplot of X2 against X1 and a KDE contour plot of the > > density (as it should). > > > > My question is: is it possible to change the contour plot to display > > the contours > > > > of a two-dimensional density function (say dmvt), using ggplot2? > > > > The remaining figures in my document are in ggplot2 and therefore I > > am looking for a ggplot2 solution. > > > > Thanks in advance! > > > > BFD > > > > [[alternative HTML version deleted]] > > > > ___...

...nst X1 and a KDE contour plot of the >> > > density (as it should). >> > > >> > > My question is: is it possible to change the contour plot to display >> > > the contours >> > > >> > > of a two-dimensional density function (say dmvt), using ggplot2? >> > > >> > > The remaining figures in my document are in ggplot2 and therefore I >> > > am looking for a ggplot2 solution. >> > > >> > > Thanks in advance! >> > > >> > > BFD >> > > >...

...int() + geom_density2d() > > > > It yields a scatterplot of X2 against X1 and a KDE contour plot of the > density (as it should). > > My question is: is it possible to change the contour plot to display > the contours > > of a two-dimensional density function (say dmvt), using ggplot2? > > The remaining figures in my document are in ggplot2 and therefore I > am looking for a ggplot2 solution. > > Thanks in advance! > > BFD > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help...

...e taken to be MLE and its covariance matrix mh.0 <- start npar <- length(start) mh.sim <- matrix(0,nrow=nsim,ncol=npar) i <- 0 while (i < nsim){ mh.new <- mvrnorm(n=1,mu=rep(0,npar),Sigma=spread)/ sqrt(rchisq(n=1,df=1)/1) + start ratio <- exp(-likfn(mh.new)+ likfn(mh.0))* dmvt(mh.0, mu=start, sigma=spread)/dmvt(mh.new, mu=start, sigma=spread) if (is.nan(ratio)) next i <- i+1 if (runif(1) < ratio) {mh.0 <- mh.sim[i,] <- mh.new} else mh.sim[i,] <- mh.0 } mh.sim } -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help ma...

...DE contour plot of the >>>>> density (as it should). >>>>> >>>>> My question is: is it possible to change the contour plot to display >>>>> the contours >>>>> >>>>> of a two-dimensional density function (say dmvt), using ggplot2? >>>>> >>>>> The remaining figures in my document are in ggplot2 and therefore I >>>>> am looking for a ggplot2 solution. >>>>> >>>>> Thanks in advance! >>>>> >>>>> BFD >&g...

...a scatterplot of X2 against X1 and a KDE contour plot of the > > > density (as it should). > > > > > > My question is: is it possible to change the contour plot to display > > > the contours > > > > > > of a two-dimensional density function (say dmvt), using ggplot2? > > > > > > The remaining figures in my document are in ggplot2 and therefore I > > > am looking for a ggplot2 solution. > > > > > > Thanks in advance! > > > > > > BFD > > > > > > [[alternative H...

Hi, I am looking for an efficient way to compute the values of the density function of a multivariate T distribution - something like "dmvnorm", but for T distr. Does this exist somewhere? Many thanks, Jan Bulla Goettingen University

...These libs are static ones, like libBOOMdebug.a , is this a problem ? Do I need to convert all of them to DLL's ? Is there an easy way to this. I am not quite familiar with this, I would appreciate it if your advice could be a little detailed. Thanks a lot in advance. $ R CMD SHLIB -d dmvtnorm.cpp making dmvtnorm.d from dmvtnorm.c gcc -IC:/cygwin/home/owner/R-2.4.1/include -I/home/owner/BOOM2/src -gdwarf-2 -Wall -O0 -std=gnu99 -c dmvt norm.c -o dmvtnorm.o g++ -shared -o dmvtnorm.dll dmvtnorm.def dmvtnorm.o -LC:/cygwin/home/owner/R-2.4.1/bin -L/home/owner/BOO M2 -lR -l...