search for: pmnorm

...ate 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 = diag(2) mean = c(0,0) pX = pmnorm(muX, mean, Sigma) pY = pmnorm(muY, mean, Sigma) pZ = pmnorm(muZ, mean, Sigma) pX + pY + pZ I don?t see why the three probabilities don?t sum up to 1? I know two ?solutions? to this problem so far. However, neither of them satisfies me: 1. I can set pZ to 1 ? pX ? pY, but doing so, returns a dif...

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" wer...

...ns on fixing this type of error? Thank you very much in advance. Hanna > integrand <- function(x, rho, a, b, z){ + x1 <- x[1] + x2 <- x[2] + Sigma <- matrix(c(1, rho, rho, 1), 2,2) + mu <- rep(0,2) + f <- pmnorm(c((z-a*x1)/b, (z-a*x2)/b), mu, Sigma)*dmnorm(c(0,0), mu, diag(2)) + f + } > > adaptIntegrate(integrand, lower=rep(-Inf, 2), upper=c(2,2), + rho=0.1, a=0.6, b=0.3, z=3, maxEval=10000) Error in if (any(lower > upper)) stop("lower>u...

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 Scienze Economiche e Metodi Quantitativi

I'm trying to implement a recursive function using integrate, and I suspect I need a Vectorize somewhere, but I can't suss it out. Any help would be appreciated. I've tried traceback() and various debugging ideas to no avail (most likely due to my inexperience with these tools.) Here's what I have. Nk <- function(m, C) { if (length(m) > 1) { rho <- C[1, -1]