Displaying 20 results from an estimated 115 matches for "mvtnorm".

2009 Jul 29

8

install package from CRAN

Hi,
I have a very basic question about install packages from CRAN on unix. I
only installed on Windows before. Should I use the command install.package?
The error message I got is
syntax error near unexpected token `"mvtnorm"''
Is it because I didn''t set the path? Which path should I specify?
Thanks,
Cindy
[[alternative HTML version deleted]]

2005 Sep 30

1

mvtnorm package

Hi all,
I''ve been trying to install the "mvtnorm" package (in a Linux R version) without sucess. I write
install.packages("mvtnorm",lib="/home/posmae/cnaber",repos="http://cran.uk.r-project.org/")
and the following message arises
==================================================...

2004 Apr 14

4

mvtnorm problems (II)

Thanks a lot for your help!
Obviously I''ve tried to load it before by using the install.packages
function but it didn''t work. This is what I got
> install.packages("mvtnorm")
trying URL `http://cran.r-project.org/bin/windows/contrib/1.7/PACKAGES''
Content type `text/plain; charset=iso-8859-1'' length 12485 bytes
opened URL
downloaded 12Kb
Warning message:
No package "mvtnorm" on CRAN. in: download.package...

2006 May 23

2

package installation problem

...free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under the terms of the
GNU General Public License. For more information about
these matters, see http://www.gnu.org/copyleft/gpl.html.
Robin-Hankins-Computer:~/scratch% sudo R CMD INSTALL
mvtnorm_0.7-2.tar.gz
* Installing *source* package ''mvtnorm'' ...
** libs
gfortran -fPIC -fno-common -g -O2 -c mvt.f -o mvt.o
gcc -no-cpp-precomp -I/Library/Frameworks/R.framework/Resources/
include -I/Library/Frameworks/R.framework/Resources/inc...

2018 Apr 12

3

Bivariate Normal Distribution Plots

R-Help
I am attempting to create a series of bivariate normal distributions. So using the mvtnorm library I have created the following code ...
# Standard deviations and correlation
sig_x <- 1
sig_y <- 1
rho_xy <- 0.0
# Covariance between X and Y
sig_xy <- rho_xy * sig_x *sig_y
# Covariance matrix
Sigma_xy <- matrix(c(sig_x ^ 2, sig_xy, sig_xy, sig_y ^ 2), nrow = 2, ncol = 2)...

2012 Mar 19

3

hypergeometric function in ‘ mvtnorm’

Is there any way to know how the "dmvt" function computes the hypergeometric
function needed in the calculation for the density of multivariate t
distribution?
--
View this message in context: http://r.789695.n4.nabble.com/hypergeometric-function-in-mvtnorm-tp4483730p4483730.html
Sent from the R help mailing list archive at Nabble.com.

2017 Oct 02

1

Issues with 'Miwa' algorithm in mvtnorm package

Currently doing some work on local maxima on a random field and have encountered an issue with the Miwa algorithm used with the pmvnorm function in the mvtnorm R package.
Based on recommendations by Mi et al., we ran the mvtnorm package using the Miwa algorithm, since we have a maximum of 4 dimensions with non-singular matrices. However, running the estimation procedure in this way, we obtained inconsistent results. For example, using matrices A and B, i...

2009 Mar 25

1

mvtnorm package

Dear all,
I would like to ask information about the package mvtnorm in R.
It is very useful for me the "qmvnorm" comand, but I see that it can
compute only quantile for equicoordinate. Is it possible to have a
curve (or a set of values) if we don''t want equicoordinates?
Thank you
Best regards
Antonio.
--
Antonio Lucadamo,
Dipartimento di Sci...

2002 Jul 09

0

RE: mvtnorm package installation failure

...an mirrors (where testing is frozen, hence the older version).
On CRAN it should be 1.5.1, built on my testing system.
> Anyways, I did what A.J. Rossini suggested:
> # apt-get install libreadline4-dev
> Then I installed R-1.5.1 from Debian "unstable". The installation of "mvtnorm" has no trouble after this.
As I told you to as well, yes.
> I think that you are probably right: the "unstable" version of R 1.5.1 on Debian is built without readline
Most definitely not. What I was referring to is that you claimed that your installation initially worked on...

2010 Mar 13

3

dmvnorm masked by emdbook

I am using curve3d in the emdbook package to graph a gaussian copula density
function generated via the copula package. Unfortunately, it appears that
emdbook masks dmvnorm from the package mvtnorm in a way that prohibits
copula from generating the gaussian copula. (Sounds very confusing!) For
example,
> library(copula)
> f<-function(x,y) dcopula(normalCopula(0),c(x,y))
> library(emdbook)
> curve3d(f)
Error in dmvnorm(x, sigma = sigma) : unused argument(s) (sigma = sigma)
Is t...

2017 Oct 02

0

Issues with 'Miwa' algorithm in mvtnorm package

...________________________________
From: R-help <r-help-bounces at r-project.org> on behalf of Eric Berger <ericjberger at gmail.com>
Sent: 02 October 2017 16:16:13
To: Bert Gunter
Cc: r-help at r-project.org; Hollie Johnson (PGR)
Subject: Re: [R] Issues with 'Miwa' algorithm in mvtnorm package
Hi Hollie,
I tried to reproduce your example but could not. Here is what I did. Please
explain if you did something different.
x <- c(9.358*10^-3, -8.165*10^-3, -1.689*10^-8,
-8.165*10^-3, 9.358*10^-3, 1.854*10^-8,
-1.689*10^-8, 1.854*10^-8, 9.358*10^-3)
A <- m...

2017 Oct 02

1

Issues with 'Miwa' algorithm in mvtnorm package

...oom County" comic strip )
On Mon, Oct 2, 2017 at 5:16 AM, Hollie Johnson (PGR) <
h.a.johnson at newcastle.ac.uk> wrote:
> Currently doing some work on local maxima on a random field and have
> encountered an issue with the Miwa algorithm used with the pmvnorm function
> in the mvtnorm R package.
>
> Based on recommendations by Mi et al., we ran the mvtnorm package using
> the Miwa algorithm, since we have a maximum of 4 dimensions with
> non-singular matrices. However, running the estimation procedure in this
> way, we obtained inconsistent results. For example, u...

2017 Oct 02

1

Issues with 'Miwa' algorithm in mvtnorm package

...From:* R-help <r-help-bounces at r-project.org> on behalf of Eric Berger <
> ericjberger at gmail.com>
> *Sent:* 02 October 2017 16:16:13
> *To:* Bert Gunter
> *Cc:* r-help at r-project.org; Hollie Johnson (PGR)
> *Subject:* Re: [R] Issues with 'Miwa' algorithm in mvtnorm package
>
> Hi Hollie,
> I tried to reproduce your example but could not. Here is what I did. Please
> explain if you did something different.
>
> x <- c(9.358*10^-3, -8.165*10^-3, -1.689*10^-8,
> -8.165*10^-3, 9.358*10^-3, 1.854*10^-8,
> -1.689*10^-8,...

2012 Apr 15

4

Problems loading siar package

Hello,
I recently bought a new Macbook Pro and installed R via a disk image from an
older computer - it seems to work fine. I then installed the package "siar",
tried to load it via the library command and received the following messages
(note the "mvtnorm" package did not appear to load correctly):
trying URL
''http://cran.stat.ucla.edu/bin/macosx/leopard/contrib/2.15/siar_4.1.3.tgz''
Content type ''application/x-tar'' length 181788 bytes (177 Kb)
opened URL
==================...

2002 Sep 03

1

Bindata package problems

...m having a couple of problems with the package ''bindata''.
Having installed it using install.packages("bindata"), I am finding that
when I load it up as a library I get the following errors:
> library(bindata)
Loading required package: e1071
Loading required package: mvtnorm
Warning messages:
1: There is no package called `e1071'' in: library(package, char = TRUE,
logical = TRUE, warn.conflicts = warn.conflicts,
2: There is no package called `mvtnorm'' in: library(package, char =
TRUE, logical = TRUE, warn.conflicts = warn.conflicts,
This means t...

2008 Jul 17

0

Can mvtnorm calculate a sequence of probabilities?

Hi all,
I know pnorm() is able to calculate a sequence of probabilities by providing
a vector of means, and a single number for location and standard deviation.
For example, pnorm(0.5,c(0.5,2),1) will produce [1] 0.5000000 0.0668072.
However, I wonder if its multivariate counterpart mvtnorm can do the same
thing? Namely, if I provide a sequence of (vector-)means and a single vector
for boundaries, and a single correlation matrix, can I get a sequence of
probabilities?
Many thanks!
Jianing
--
Life is a Markov Chain, your future will be independent with yesterday.
Life is also a s...

2007 May 09

2

pvmnorm, error message

Hello there!
My operating system is Windows XP, my version of R is the latest (R-2.5.0). Recently I have downloaded the package "mvtnorm" and a problem with the command "pmvnorm" occured. Trying to enter the lines ...
A <- diag(3)
A[1,2] <-0.5
A[1,3] <- 0.25
A[2,3] <- 0.5
pvmnorm(lower=c(-Inf,-Inf,-Inf), upper=c(2,2,2),mean = c(0,0,0), corr=A)
I got the following error message:
.Fortran("mvtdst&quo...

2004 Oct 13

4

Cleaning up R-2.0.0 installation on GNU/Linux ?

...-2.0.0 install?) **
faraway ** No title available (pre-2.0.0 install?) **
fortunes ** No title available (pre-2.0.0 install?) **
leaps ** No title available (pre-2.0.0 install?) **
mvbutils ** No title available (pre-2.0.0 install?) **
mvtnorm ** No title available (pre-2.0.0 install?) **
nlme Linear and nonlinear mixed effects models
R2WinBUGS ** No title available (pre-2.0.0 install?) **
RColorBrewer ** No title available (pre-2.0.0 install?) **
sca ** No t...

2017 Oct 09

2

example of geom_contour() with function argument

library(mvtnorm) # you were misusing "require"... only use require if
you plan to
library(ggplot2) # test the return value and fail gracefully when the
package is missing
set.seed( 1234 )
xx <- data.frame( rmvt( 100, df = c( 13, 13 ) ) )
xx2 <- expand.grid( X1 = seq( -5, 5, 0.1 ) # all combinatio...

2005 Sep 28

6

R-code for binormla distribution

Dear users,
does any one have a code (S or R) to compute the binormal distribution
(or the upper its quadrant area) other than the pmvnorm.
Thanks
--
Nabil Channouf
etudiant en Ph.D.
Bureau 3733
Departement d''Informatique et de Recherche Operationnelle (D.I.R.O.)
Universite de Montreal, C.P. 6128, succ. Centre-Ville, Montreal, H3C 3J7
Tel.: (514) 343-6111, poste 1796 Fax.: (514)