search for: multivariant

Hi, there. I have two questions about the diagnostics in multivarite statistics. 1. Is there any diagnostics tool to check if a multivariate sample is from multivariate normal distribution? If there is one, is there any function doing it in R? 2. Is there any function of testing if two multivariate distribution are same, i.e. the multivariate extension of Kolomogrov-Smirnov test? Thanks for

Hi, How can I generate data from multivariate gamma distribution & multivariate beta distribution? I only found command for multivariate normal only. Many thanks in advance :) Regards Rofizah [[alternative HTML version deleted]]

Hi all, rmvnorm()can be used to generate the random numbers from a multivariate normal distribution with specified means and covariance matrix, but i want to specify the correlation matrix instead of covariance matrix for the multivariate normal distribution. Does anybody know how to generate the random numbers from a multivariate normal distribution with specified correlation matrix? What about

Dear Community, For my masters thesis I need to perform a multivariate granger causality test. I have found a code for bivariate testing on this page (http://www.econ.uiuc.edu/~econ472/granger.R.txt), which I think would not be useful for the multivariate case. Does anybody know a code for a multivariate granger causality test. Thank you in advance. Best Regards -- View this message in context:

Dear All,   How can I generate multivariate random variable (not multivariate normal )   I am in urgent [[alternative HTML version deleted]]

Announcement: mvtnorm Multivariate Normal 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

Announcement: mvtnorm Multivariate Normal 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

Dear Metafor users, I'm conducting a metaanalysis of prevalence of a particular behaviour based on someone elses' code. I've been labouring under the impression that this: summary(rma.1<-rma(yi,vi,mods=cbind(approxmeanage,interviewmethodcode),data=mal,method="DL",knha=F,weighted=F,intercept=T)) is doing the multivariate analysis that i want, but have read that

Hello to everyone! I have a question for you..I need to predict multivariate time series, for example sales of 2 products related one to the other, having the 2 prices like inputs.. Is there in R a function to do it? I saw dse package but I didn't find what a I'm looking for.. Could anyone help me? Thank you very much Giusy -- View this message in context:

Hello, I have a question about multivariate Shapiro-Wilks test. I tried to analyze if the data I have are multivariate normal, or how far they are from being multivariate normal. However, any time I did >mshapiro.test(mydata) I get the message: Error in solve.default(R %*% t(R), tol = 1e-18) : system is computationally singular: reciprocal condition number = 5.38814e-021 I tried

Dear R Helpers, I have searched for any R package or code for simulating multivariate fractional Brownian motion (mFBM) or multivariate fractional Gaussian noise (mFGN) when a covariance matrix are given. Unfortunately, I could not find such a package or code. Can you suggest any solution for multivariate FBM and FGN simulation? Thank you for your help. Best Regards, Ryan ----- Wonsang You

Hello R-Members, can anyone explain the difference between multiple and multivariate regression to me in terms of the terminology and eventually its respect to the mathematical foundation respectively ? Is multiple regression perhaps more related to GLM and multivariate Regression rather applied, if there are no explizit numeric factor levels ? Thanks for elucidations on that topic. Many

20 subjects were measured in 5 conditions (thus repeated measures) and for each subject in each condition there are 4 response measures (thus multivariate as it is a combined score that needs to be compared across the conditions). So, using a multivariate approach to repeated measures this is a doubly multivariate analysis. I would appreciate any suggestions as to the best way to do such a

Hi, i'm not english and i'm not very familiar to R, and i'm asking if you can help me. I'm wondering how to create a multivariate normal an then repeat this for a sample of T=1000, and the save this result. Thank you very much for your helping -- View this message in context: http://r.789695.n4.nabble.com/Multivariate-Normal-and-loops-tp4633504.html Sent from the R help mailing

Hello folks, many multivariate anayses (e.g., structural equation modeling) require multivariate normal distributions. Real data, however, most often significantly depart from the multinormal distribution. Some researchers (e.g., Yuan et al., 2000) have proposed a multivariate transformation of the variables. Can you tell me, if and how such a transformation can be handeled in R? Thanks in

Hello, I am switching from SPSS-Windows to R-Linux. My university is very SPSS-oriented so maybe that's the cause of my problems. I am a beginner in R and my assignments are SPSS-oriented, so I hope I don't annoy anyone with my questions... Right now I've got 2 problems: -I have to evaluate discriminant functions I have calculated with lda(MASS). I can't find a measure that

Dear R users! Does someone know about any algorithms / packages in R, that perform classification / regression / decision trees using multivariate splits? I have done some research, but I found nothing. Packages "tree" and "rpart" seem only to be able to do CART with univariate splits. Thank you for your help! B?lint -- Cz?cz B?lint PhD hallgat? BCE KTK Talajtan ?s

Dear R Users, I'm working on a problem where I have a multivariate response vector of counts and a continuous predictor. I've thought about doing this the same way you would do a Multvariate regression model with normally distributed data, but since these data are counts, they are probably better modeled with a Poisson distribution. For example y1<-rpois(100,3.5) y2<-rpois(100,1.5)

Hi R users, Heard that I can't use multivariate GARCH model in R because R has only univariate GARCH models.... So, how can I run a multivariate GARCH model in R? Also, SPLUS has this utility...any ideas how can I use it in R? Thanks Shubha [[alternative HTML version deleted]]

I am currently using the package 'adapt' for multivariate integration. However this package seems to be removed from CRAN (It is still referred to in the help file for integrate(stats) though). I assume it has been deprecated for a reason? Is there an alternative for multivariate numerical integration? ----- Jeroen Ooms * Dept. of Methodology and Statistics * Utrecht University Visit