search for: dnorm

I'm trying to provide different parameters to the integrate function for various probability functions. I'm using dnorm as the simplest example here. For instance integrate(dnorm, -1.96, 1.96) produces the correct answer for a normal distribution with mean 0 and standard deviation 1. I've tried two ways to use mean=2.0 and standard deviation 1, but with no luck. The examples follow. > integrate(dnorm, -1....

Howdee, One of my student spotted something I can't explain: a probability >1 vs a normal probability density function. > dnorm(x=1, mean=1, sd=0.4) [1] 0.9973557 > dnorm(x=1, mean=1, sd=0.39) [1] 1.022929 > dnorm(x=1, mean=1, sd=0.3) [1] 1.329808 > dnorm(x=1, mean=1, sd=0.1) [1] 3.989423 > dnorm(x=1, mean=1, sd=0.01) [1] 39.89423 > dnorm(x=1, mean=1, sd=0.001) [1] 398.9423 Is there a bug with the algor...

Hello all, I have a question about basic statistics. Given a PDF value of 0.328161, how can I find out the value of -0.625 in R? It is like reversing the dnorm function but I do not know how to do it in R. > pdf.xb <- dnorm(-0.625) > pdf.xb [1] 0.328161 > qnorm(pdf.xb) [1] -0.444997 > pnorm(pdf.xb) [1] 0.628605 Many thanks, Edwin -- View this message in context: http://r.789695.n4.nabble.com/dnorm-and-qnorm-tp3040427p3040427.ht...

The integral of any probability density from -Inf to Inf should equal 1, correct? I don't understand last result below. > integrate(function(x) dnorm(x, 0,1), -Inf, Inf) 1 with absolute error < 9.4e-05 > integrate(function(x) dnorm(x, 100,10), -Inf, Inf) 1 with absolute error < 0.00012 > integrate(function(x) dnorm(x, 500,50), -Inf, Inf) 8.410947e-11 with absolute error < 1.6e-10 > all.equal(integrate(function(x) dnorm(x, 50...

...ents/r_tutorial/ologit2.txt", n.chains = 2, n.iter = 1000, bugs.directory = "c:/Program Files/WinBUGS14/") ######################################################## # WinBUGS code model exec; { # Priors on regression coefficients theta[1] ~ dnorm( -1,1.0) ; theta[2] ~ dnorm(-1,1.0) theta[3] ~ dnorm( 1,1.0) ; theta[4] ~ dnorm(-1,1.0) theta[5] ~ dnorm( -1,1.0) ; theta[6] ~ dnorm( 1,1.0) theta[7] ~ dnorm( -1,1.0) # Priors on latent variable cutpoints k[1] ~ dnorm(0, 0.1)I(...

Hello, Can anyone give me some suggestion in term of calculating the sum below. Is there a function in R that can help doing it faster? x1, x2, ...xn where xi can be 0 or 1. I want to calculate the following: sum{ beta[a+sum(xi), b+n-sum(xi) ]* [ (1-x1)dnorm(0,1)+x1dnorm(2,1) ]* [ (1-x2)dnorm(0,1)+x2dnorm(2,1) ]* ...* [ (1-xn)dnorm(0,1)+xndnorm(2,1) ] } The sum in the beginning is over all 2^n possible values for the vector x1, x2, ...xn . Thank you very much! Hannah [[alternative HTML version de...

Can someone help me understand the following: > D(expression(dnorm(x, mean)), "mean") [1] 0 > sessionInfo() R version 2.2.1, 2005-12-20, i386-pc-mingw32 attached base packages: [1] "methods" "stats" "graphics" "grDevices" "utils" "datasets" [7] "base" By my computa...

I am attempting to wrap the histogram function in my own custom function, so that I can quickly generate some standard plots. A part of what I want to do is to draw a normal curve over the histogram: > x <- rnorm(1000) > hist(x, freq=F) > curve(dnorm(x), lty=3, add=T) (for normal use, x would be a vector of empirical values, but the rnorm() function works for testing) That works just as you'd expect, but I've found something a bit strange. If I try the following: > curve(dnorm(x, mean=mean(x), sd=sd(x)), lty=3, add=T) I get a...

Dear R-users Idea: Plot a dnorm line using specific mean/sd to complete a histogram (skewed). xs:range of y-values, ys: dnorm function Problem: I expected to multiply the ys function with the sample size (n=250-300). I was wondering about a factor between 12'000 and 30'000 to match the size of the dnorm line with the spe...

...ution (9 dimensions) and for this I was using a multinormal approximation and the function dmvnorm , gtools package. To have a sense of the error I tried to look the mismatch between a unidimensional version of my distribution and estimate density at point zero with function density, dmvnorm and dnorm. At my big surprise dmvnorm and dnorm give very different result and dmvnorm match even better the theoritical distribution than the function density. How come? #sampling from triangular distribution X<-runif(10000)- runif(10000) X<-matrix(X,length(X),1) #dnorm estimate plot(-100:100/100,...

Dear R-people, I have to compute C - -(pnorm(B)*dnorm(B)*B + dnorm(B)^2)/pnorm(B)^2 This expression seems to be converging to -1 if B approaches to -Inf (although I am unable to prove it). R has no problems until B equals around -28 or less, where both numerator and denominator go to 0 and you get NaN. A simple workaround I did was C <- ifelse(B...

Hi All, Why would calls to dnorm and dmvnorm return values that are above 1? For example, > dnorm(0.00003,mean=0, sd=0.1) [1] 3.989423 This is happening on two different installations of R that I have. Thank you. Hailu [[alternative HTML version deleted]]

...m new to R, but it's really great and helped me a lot! But now I have 2 questions. It would be great, if someone can help me: 1. I want to integrate a normal distribution, given a median and sd. The integrate function works great BUT the first argument has to be a function so I do integrate(dnorm,0,1) and it works with standard m. and sd. But I have the m and sd given. So for fixed m and sd I work around with a new function mynorm mynorm <- function(n) { ret <- dnorm(n,0.6,0.15) ret } for example. BUT what can I do for dynamic m and sd? I want something like integrate(dno...

...p is the default probability of the pool at which we are evaluating the lossdensity # Beta is the correlation with the market factor as a function of K # R is the recovery rate K=p C=qnorm(p) # default threshold for the pool A=1/Beta(K)*(C-sqrt(1-Beta(K)^2)*qnorm(K/(1-R))) B=qnorm(K/(1-R)) alpha0=dnorm(A)*sqrt(1-Beta(K)^2)/(dnorm(B)*Beta(K)*(1-R)) alpha10=-2*dnorm(A)*(C*Beta(K)-A)/(Beta(K)*(1-Beta(K)^2)) alpha11=(1-R)*dnorm(A)*dnorm(B)*(Beta(K)-A/Beta(K)*(C*Beta(K)-A))/((1-Beta(K)^2)^1.5) alpha20=(1-R)*dnorm(A)*dnorm(B)/sqrt(1-Beta(K)^2) return(alpha0+(alpha10+alpha11*fd(K,Beta))*fd(K,Beta)+alpha...

...gt; library(BRugs) Loading required package: coda Loading required package: lattice Welcome to BRugs running on OpenBUGS version 3.0.3 > setwd("c:/tmp") Error in setwd("c:/tmp") : cannot change working directory > mo <- function(){ + for (k in 1:p){ + delta[1,k] ~ dnorm(0,0.1)I(,delta[2,k]) Error: unexpected symbol in: " for (k in 1:p){ delta[1,k] ~ dnorm(0,0.1)I" > delta[2,k] ~ dnorm(0,0.1)I(delta[1,k],delta[3,k]) Error: unexpected symbol in " delta[2,k] ~ dnorm(0,0.1)I" > delta[3,k] ~ dnorm(0,0.1)I(delta[2,k],)} Error: u...

Dear all, I want to min "integrate( (p1*dnorm+p2*dnorm+p3*dnorm)^(1.3))" for p, mu, and sigma. So, I have to estimate 8 parameters(p3=1-p1-p2). I got this warning-"Error in integrate(numint, lower = -Inf, upper = Inf) : non-finite function value." My questions are How could I fix it? I tried to divide into several intervals...

Hello, I am plotting two distributions and want to draw a vertical line at the critical point 149. How can I stop it from going further up than the norm(140,15) curve? x<-seq(75,225,0.1) plot(x,dnorm(x,mean=140, sd=15), type='l', col='navy') abline(v = 149, col = "black") curve(dnorm(x,mean=150, sd=15),from=75, to=225, col='orange', add=TRUE) Thank you. Sincerely, Mary A. Marion

...d have received the following error Error parsing model file: syntax error on line 5 near "" Line 5 is model { Here is my syntax. Any insight would be greatly appreciated. require(rjags) modelstring = " model { for (i in 1 : nData) { for (j in 1 : nIndicators) { y[i,j] ~ dnorm(mu[i,j],psi[j]) ephat[i,j] <- y[i,j] - mu[i,j] } mu[i,1] <- alpha[1]+xi[i,1] # Factor 1 mu[i,2] <- alpha[2]+lam[2]*xi[i,1] mu[i,3] <- alpha[3]+lam[3]*xi[i,1] mu[i,4] <- alpha[4]+lam[4]*xi[i,1] mu[i,5] <- alpha[5]+lam[5]*xi[i,1] mu[i,6] <- alpha[6]+lam[6]*x...

...rking.directory = NULL, clearWD = FALSE) The objective of the program is to compare means of two independent samples that results in Beherens-Fisher posterior and in the model.file of WinBUGS "d2.bug" there is the following codes: model { for( i in 1 : 30 ) { x[i] ~ dnorm(mu1,sig1) } for( i in 1 : 30 ) { y[i] ~ dnorm(mu2,sig2) } mu1 ~ dnorm(50,1.0E-6) sig1 ~ dgamma(0.001,0.001) mu2 ~ dnorm(50,1.0E-6) sig2 ~ dgamma(0.001,0.001) lbda <- mu1 - mu2 } I??m a new user of WinBUGS and if someone detect error in the model codes...

Hi, Apropos of a recent Inf question, I've previously wondered if dnorm "does the right thing" with dnorm(0, 0, -Inf) which gives zero. Should that be zero or NaN (or NA)? The help says "'sd < 0' is an error and returns 'NaN'" and since -Inf < 0 is TRUE, then... is this a bug? Thank you, Stephen Rochester, MN USA