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...al and T Distribution mvtnorm implements two R functions for the computation of the multivariate t and normal distribution: pmvt: Computes the the distribution function of the multivariate t distribution for arbitary limits, degrees of freedom and correlation matrices based on algorithms by Genz and Bretz. pmvnorm: Computes the distribution function of the multivariate normal distribution for arbitary limits and correlation matrices based on algorithms by Genz and Bretz. mvtnorm is currently available in CRAN's devel section. Literature: Genz, A. (1992). Numerical computati...

...al and T Distribution mvtnorm implements two R functions for the computation of the multivariate t and normal distribution: pmvt: Computes the the distribution function of the multivariate t distribution for arbitary limits, degrees of freedom and correlation matrices based on algorithms by Genz and Bretz. pmvnorm: Computes the distribution function of the multivariate normal distribution for arbitary limits and correlation matrices based on algorithms by Genz and Bretz. mvtnorm is currently available in CRAN's devel section. Literature: Genz, A. (1992). Numerical computati...

...s.gam,d.gam) # offspring } for (i in 1:dim(new)[1]){ if(ped[i,3] != 0 & ped[i,5] != 0){ zz = off(as.matrix(t(new[ped[i,3],])),as.matrix(t(new[ped[i,5],]))) new[i,1] = zz[1] new[i,2] = zz[2] } } I am also attribution a generation index to each row with a trivial calulation: for(i in atres){ genz[i] = (genz[ped[i,3]] + genz[ped[i,5]])/2 + 1 #print(genz[i]) } My question then. On the 23000 rows dataset the calculations take about 5 minutes. On the 620000 rows one I kill the process after ~24 hours, and the the job is not finished. Why such immense discrepancy in execution times (the code...

...are willing to put the code under a suitably redistributable license? I can't find anything that suggests that they *don't* want it redistributed ... ? Would it be helpful if I did this, or is this the sort of thing the package maintainer should do? Mike Meyer: mikem at andrew.cmu.edu Alan Genz: Genz at gauss.math.wsu.edu cheers Ben Bolker -- Ben Bolker Associate professor, Biology Dep't, Univ. of Florida bolker at ufl.edu / people.biology.ufl.edu/bolker GPG key: people.biology.ufl.edu/bolker/benbolker-publickey.asc -------------- next part -------------- A non-text attachme...

Hi, I try to compute critical value for multivariate normal distribution, and I find the crit(fit, const = c(0, 1), d = 1, cov = 0.95, rdf = 0) which seems to compute critical value. However, I can't compute right critical value for multivariate normal distribution which I want. I don't know how to solve my question. I send my question in the file. Would you help me to solve it, please?

...choric correlations as if they were Pearson correlations using standard software (eg sem), and this usually doesn't do too badly, or go to AWLS (Browne) in LISREL etc, or ML analysis of the full multidimensional contingency table using programs such as Mx, or as you noted, mvtnorm (Mx uses Alan Genz's algorithms). You can check model assumptions, and compare the results to those from similar loglinear models. For example, for a 3-way table, a single factor model based on polychoric correlations should fit "perfectly", if the no higher order interaction assumption is right, |...

Dear R-help list members, I have created a package 'mnormt' with facilities for the multivariate normal and t distributions. The core part is simply an interface to Fortran routines by Alan Genz for computing the integral of two densities over rectangular regions, using an adaptive integration method. Other R functions compute densities and generate random numbers. The starting motivation to write it was the need to have functions which compute the distribution functions in a non-Monte C...

Dear R-community, not to re-invent the wheel I wonder if someone of you has ever written a function to compute the GHK smooth recursive simulator to estimate multivariate normal probabilities. See for instance page 194 of @BOOK{Greene97, author = {William H. Greene}, year = 1997, title = {Econometric Analysis}, edition = {3rd}, publisher = {Prentice-Hall}, address = {New Jersey

...well (esp for large dimensional problems); the AWLS method of Browne as implemented for example in LISREL (needs large N); or full ML fitting to the multidimensional contingency tables, which is available in programs like Mx, or could be fitted pretty easily using mvtnorm as you suggested (Mx uses Genz's algorithms). You should also check the adequacy of fit of the MFT to your data, and look at the related loglinear models. | David Duffy (MBBS PhD) ,-_|\ | email: davidD at qimr.edu.au ph: INT+61+7+3362-0217 fax: -0101 / * | Epidemiology Unit, Q...

...igns. I have an unbalanced design to analyze. I can use glht, but can someone tell me what each option is actually calculating? A reference to a paper that describes the procedures would be great, but I'm afraid I the one offered in ?glht[1] is beyond me. Thanks, Tyler [1] Frank Bretz, Alan Genz and Ludwig A. Hothorn (2001), On the numerical availability of multiple comparison procedures. _Biometrical Journal_, *43*(5), 645-656.

...contains a number of ''GEN'' references from an older labeling system and I would like to be able document the fact that this module and set of classes do ''GENx'' etc. Let''s say I needed to capture that mapping and provide a : AC-3: - GENx - GENy - GENz Is ''info(blah) the correct method so I can query either the log file or other record to find out what a module or class implements? Or is there a better way to document and query this information in my module? Thanks, === example ==== # AC-3: Access Enforcement # Kickstart Actions: #...

I am trying to simulate draws from a multivariate normal using mvrnorm, and am getting the following error message: Error in mu + eS$vectors %*% diag(sqrt(pmax(ev, 0)), p) %*% t(X) : non-conformable arrays I do not understand why I am getting this message, since the vector of means I am giving to the function is 13 by 1 and the variance matrix I am giving to the function is 13

R-listers, In using the adapt function, I am getting the following warning: Ifail=2, lenwrk was too small. -- fix adapt() ! Check the returned relerr! in: adapt(ndim = 2, lower = lower.limit, upper = upper.limit, functn = pr.set, Would someone explain what the 'lenwrk' value indicates in order to help diagnose this issue. Also, what are the possible codes for Ifail, so I can set

Hi, all: Two examples are shown below. I want to use the multiple comparison of Dunnett. It succeeded in upper case "example 1". However, the lower case "example 2" went wrong. In "example 2", the function pmvt return NaN, so I cannot show this simtest result. Is there any solution? (I changed the variable "maxpts" to a large number in front of the

Hello Everyone,   Learning about R and its wonderful array of functions. If it's not obvious, I usually try to find out what a function stands for. I think this helps me remember better.   One function that has me stumped is "sink." Can anyone tell me if this stands for something?   Thanks,   Paul         __________________________________________________ [[alternative HTML