Displaying 5 results from an estimated 5 matches for "genzbretz".
2011 Mar 20
2
Problems with package npmc
Hi there,
I am having a problem with package npmc. If I use the included datasets
(brain, kronen) everything is fine, but if I try and use my dataset I
receive an error message:
Error in probval.GenzBretz(algorithm, n, df, lower, upper, infin, corr, :
NAs in foreign function call (arg 2)
In addition: Warning message:
In probval.GenzBretz(algorithm, n, df, lower, upper, infin, corr, :
NAs introduced by coercion
I couldn't solve the problem.
C.
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2017 Oct 02
0
Issues with 'Miwa' algorithm in mvtnorm package
...gt; any issues arising from the matrix being 'close' to singular to be
> > apparent
> > > in both cases. The table below shows the output from pmvnorm calculated
> > > using the two matrices A and B, and the two different algorithms, Miwa
> > and
> > > GenzBretz using the code below:
> > >
> > > pmvnorm(
> > > mean = rep(0, 3),
> > > lower = rep(-Inf, 3),
> > > upper = rep(0, 3),
> > > sigma = A,
> > > algorithm = 'Miwa'
> > > )[1]
> > &...
2017 Oct 02
5
Issues with 'Miwa' algorithm in mvtnorm package
...eterminants of both matrices are small but equal, so we would expect any issues arising from the matrix being 'close' to singular to be apparent in both cases. The table below shows the output from pmvnorm calculated using the two matrices A and B, and the two different algorithms, Miwa and GenzBretz using the code below:
pmvnorm(
mean = rep(0, 3),
lower = rep(-Inf, 3),
upper = rep(0, 3),
sigma = A,
algorithm = 'Miwa'
)[1]
The results are as expected, except when using matrix A with the Miwa algorithm.
Matrix Miwa GenzBrentz
------------------------...
2017 Oct 02
0
Issues with 'Miwa' algorithm in mvtnorm package
...matrices are small but equal, so we would expect
> any issues arising from the matrix being 'close' to singular to be apparent
> in both cases. The table below shows the output from pmvnorm calculated
> using the two matrices A and B, and the two different algorithms, Miwa and
> GenzBretz using the code below:
>
> pmvnorm(
> mean = rep(0, 3),
> lower = rep(-Inf, 3),
> upper = rep(0, 3),
> sigma = A,
> algorithm = 'Miwa'
> )[1]
>
> The results are as expected, except when using matrix A with the Miwa
> algori...
2017 Oct 02
0
Issues with 'Miwa' algorithm in mvtnorm package
...so we would expect
> > any issues arising from the matrix being 'close' to singular to be
> apparent
> > in both cases. The table below shows the output from pmvnorm calculated
> > using the two matrices A and B, and the two different algorithms, Miwa
> and
> > GenzBretz using the code below:
> >
> > pmvnorm(
> > mean = rep(0, 3),
> > lower = rep(-Inf, 3),
> > upper = rep(0, 3),
> > sigma = A,
> > algorithm = 'Miwa'
> > )[1]
> >
> > The results are as expected, ex...