search for: mnormt

[Hope this is the right list where to send...] An attempt to update package 'mnormt' involves the addition of a small new function called 'pd.solve'. When I come to the package checking stage, an error occurs in parsing pd.solve.Rd. The full transcript of the outcome is copied below (it includes details on my installation) but the critical point is where the \example...

...1397648 bytes (1.3 MB) ================================================== downloaded 1.3 MB * installing *source* package ?broom? ... ** Paket ?broom? erfolgreich entpackt und MD5 Summen ?berpr?ft ** R ** inst ** preparing package for lazy loading Error : .onLoad failed in loadNamespace() for 'mnormt', details: call: dyn.load(file, DLLpath = DLLpath, ...) error: kann shared object '/home/hans/R/x86_64-redhat-linux-gnu-library/3.4/mnormt/libs/mnormt.so' nicht laden: libgfortran.so.3: cannot open shared object file: No such file or directory ERROR: lazy loading failed for...

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 ra...

I have drawn a 3D scatter plot : library(mnormt) library(scatterplot3d) dat = cbind(rmnorm(3, rep(0,2), diag(2)), 1:3) scatterplot3d(dat) Now I want to do 2 things : 1 : In the Z-axis (i.e. height), I want to see only numbers 1,2,3, etc NOT, 1,1.5,2,2.5............. 2. I want to add two Horizontal planes at hight z=2 and z=3. Those two planes...

Dear R-list member, I'm using the function pmnorm() (-->library(mnormt)) within a for-loop. Certain parameter values leads to an error message: "(In sqrt(diag(S)) : NaNs produced, In sqrt(1/diag(V)) : NaNs produced, In cov2cor(S) : diag(.) had 0 or NA entries; non-finite result is doubtful)" obviously because "NaNs" were produced. Is it possib...

...non-finite function value All the pieces work outside of the function, and the integrand is finite as far as I can see. [Yes, this is a recursive function for multivariate cumulative normal. It seems to match (so far for k=2 without recursion) the existing R functions from packages mvtnorm and mnormt. It is from D. Cassimon, et al. Closed-form valuation of American call options on stocks paying multiple dividends. Finance Research Letters 4 (2007) 33-48.] Thank you to anyone who can shed some light on this. David L. Reiner, PhD Rho Trading Securities, LLC

Dear all, I know there have been various questions posted over the years about loops but I'm afraid that I'm still stuck. I am using Windows XP and R 2.9.2. I am generating some data using the multivariate normal distribution (within the 'mnormt' package). [The numerical values of sanad and covmat are not important.] > datamat <- rmnorm(n=1500,mean=c(mean(sanad[,1]),mean(sanad[,2]),mean(sanad[,3])),varcov=covmat) The middle column of 'datamat' is simulated data for age. Obviously some of the simulated values are not goi...

...d correlation matrix drops off quickly. So, any ideas on how to construct a correlation matrix with random entries that cover the range (or most of the range) or the correlation [-1,1]? Here's the code I've used that won't work. ************************************************ library(mnormt) n <- 1000 d <- 50 n.tri <- ((d*(d+1))/2)-d r ? ? ? <- runif(n.tri, min=-.5, max=.5) cormat <- diag(c) count1=1 for (i in 1:c){ ? ? ? ?for (j in 1:c){ ? ? ? ? ? ? ? ?if (i<j) { ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?cormat[i,j]=r[count1] ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?cormat[j,i]=cormat...

Hello, I'm using dmnorm from the package {mnormt} and getting strange results. First, according to the documentation, dmnorm should return a vector of densities, and I'm only getting one value returned (which is what I would expect). I've been interpreting this as the joint density of all values in the x vector (which is what I want). Sh...

I used ggplot to create a scatter plot : library(ggplot) library(mnormt) Sigma = matrix(c(1, 0.6, 0.6, 1), 2, 2) x = rmnorm(20, c(0,0), Sigma) xx = x[order(x[,1]),] y = xx[,1] z = xx[,2] qplot(z, y, type="point", main="x-y plot", xlab="x", col="blue") However I want following: 1. Plot color must be Blue (where it is displaying...

I am working with the pmt function in the {mnormt} package, and i am getting negative values returned. the following is an example of one of my outputs: pmt(x = c(3.024960, -1.010898), mean = c(21.18844, 21.18844), S = matrix(c(.319,.139,.139,0.319), 2, 2),df = 42) # -6.585641e-18 Any help on why i'm getting negative numbers would be very m...

Hi all, it seems that there is problem with function "adaptIntegrate", when the integration limits is infinity. Please see the code below. The second integration does not seem to work. Can anyone familiar with this give some help? Thank you with much. Hanna library(mnormt) library(cubature) ff <- function(x, rho){ mu <- rep(0,3) Sigma <-(1-rho)*diag(3)+matrix(rho,3,3) f <- dmnorm(x, mu, Sigma) f } adaptIntegrate(ff, lower=c(-10, -10, -10), upper=c(3,2,1), rho=0.1,...

I am trying to use the dmt function in the package {mnormt}. Throughout my algorithm, the covariance matrix is sometime calculated to be singular. When attempting to calculate the dmt function with a covariance that is not positive definite, I would like it to return Inf or NaN instead of an error message. I have been using the try function, however it...

...y are all in zip format. What am I doing wrong? Please help. All suggestions appreciated. trying URL 'http://cran.cnr.Berkeley.edu/bin/windows/contrib/2.10/RColorBrewer_1.0-2.zip' Content type 'application/zip' length 23875 bytes (23 Kb) opened URL downloaded 23 Kb package 'mnormt' successfully unpacked and MD5 sums checked package 'mvtnorm' successfully unpacked and MD5 sums checked package 'scatterplot3d' successfully unpacked and MD5 sums checked package 'sn' successfully unpacked and MD5 sums checked package 'pspline' successfully unpa...

Dear All, I am using the pmst function from the sn package (version 0.4-0). After inserting the example from the help page, I get non-trivial answers, so everything is fine. However, when I try to extend it to higher dimension: xi <- alpha <- x <- rep(0,27) Omega <- diag(0,27) p1 <- pmst(x, xi, Omega, alpha, df = 5) I get the following result: >p1 [1] 0 attr(,"error")

...rmal distribution. If I assume that X, Y, and Z are independent, their corresponding correlations have to be zero and, hence, the variance-covariance-matrices are set to be a diagonal-matrix (i.e., identity-matrix). To calculate p(X), p(Y), and p(Z) I was using the following R-code: library(mnormt) # can handle multivariate normal distributions uX = 2 uY = 1 uZ = .5 mu = c(uX, uY, uZ) LX = matrix(c(1,-1,0,1,0,-1), 2, 3, byrow = TRUE) LY = matrix(c(-1,1,0,0,1,-1), 2, 3, byrow = TRUE) LZ = matrix(c(-1,0,1,0,-1,1), 2, 3, byrow = TRUE) muX = LX %*% mu muY = LY %*% mu muZ = LZ %*% mu Sigma = dia...

...r-cran-performance,r-cran-lavaan r-cran-parameters,r-cran-lavaan r-cran-mitml,r-cran-lavaan r-cran-insight,r-cran-lavaan r-cran-effectsize,r-cran-lavaan r-cran-broom,r-cran-lavaan Dependencies: 0.6.10-1 - r-base-core (2 4.1.2-1ubuntu2) r-api-4.0 (0 (null)) r-cran-mass (0 (null)) r-cran-mnormt (0 (null)) r-cran-pbivnorm (0 (null)) r-cran-numderiv (0 (null)) 0.6-13-1cran1.2204.0 - r-base-core (0 (null)) r-cran-mass (0 (null)) r-cran-mnormt (0 (null)) r-cran-pbivnorm (0 (null)) r-cran-numderiv (0 (null)) Provides: 0.6.10-1 - 0.6-13-1cran1.2204.0 - Reverse Provides: [[alternative HTML ve...

Hi, there. Does anyone know the R function for calculating the cdf of bivariate normal distribution function? Thanks. Yulei [[alternative HTML version deleted]]

Sir, I want to draw random from any multivariate disrtibution. Is there any function in R to do this? Regards, Suman Dhara [[alternative HTML version deleted]]

I have had plenty of succes generating one dimensional variables and plotting them, but what do i do for more (specifically 2) dimensional multinomial variables? I figure i have to create a vector consisting of two 1 dim normallly distributed variables, that way i can also control the correlation. But how do i do this :) ? Many thanks -- View this message in context: