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...iated. Examples ######## COV<-function (p = 3, sd = 1, r= 0.5){ cov <- diag(sd^2, ncol=p, nrow=p) for (i in 1:p) { for (j in 1:p) { if (i != j) { cov[i, j] <- r * sd*sd } } } cov } > library(MASS) > ### Simualte multivarite gaussin data (works OK) > Sigma<-COV(p = 3, sd = 2, r= 0.5) > mu<-1:3 > mvrnorm(5, mu=mu, Sigma=Sigma) [,1] [,2] [,3] [1,] 1.2979984 1.843248 4.460891 [2,] 2.1061054 1.457201 3.774833 [3,] 2.1578538 2.761939 4.589977 [4,] 0.8775056 4.240710 2.203712 [5,] 0.2698180...

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 Kolomog...

Hi, I am looking for an R package that would calculate multivarite (mostly 2d and 3d, tensor) cubic interpolating splines, so that I could evaluate these splines (and their derivatives) at many points (unkown at the time of calculating the spline polynomials) repeatedly. To make things concrete, I have an array V with dim(V) = k and gridpoint vectors grid=list...

Hi all, I have a multiple-linear regression problem. There are 13 columns of data, the whole data matrix is: n x 13, where n is the number of samples. Now I want to regress EACH of the first 12 columns onto the 13th column, with 2-parameter linear model y_i = b0 + b1 * x_i, where i goes from 1 to n, and b0 is the intercept. How do I create a design matrix to do the 12-column regression

Hi, I've been trying to figure out a special set of covariance matrices that causes some symmetric zero elements in the inverse covariance matrix but am having trouble figuring out if that is possible. Say, for example, matrix a is a 4x4 covariance matrix with equal variance and zero covariance elements, i.e. [,1] [,2] [,3] [,4] [1,] 4 0 0 0 [2,] 0 4