Displaying 4 results from an estimated 4 matches for "pmst".
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2006 Jun 02
1
Multivariate skew-t cdf
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 =...
2009 Jul 06
1
transform multi skew-t to uniform distribution
Hi R-users,
I have a data from multi skew t and would like to transform each of the data to uniform data. I tried using 'pmst' but only got one output:
> rr1 <- as.vector(r1);rr1
[1] 0.7207582 5.2250906 1.7422237 0.5677233 0.7473555 -0.6020626 -2.1947872 -1.1128313 -0.6587316 -1.1409261
> pmst(rr1, xi=rep(0,10), Omega=diag(10), alpha=rep(1,10), df=5)
[1] 3.676525e-09
attr(,"error")
[1] 3...
2009 Sep 23
1
Maximum Likelihood Est. regarding the degree of freedom of a multivariate skew-t copula
...0
for(i in 2:length(P_dax)) {
for(j in 1:(i-1)) {
s<-s+sign((P_dax[j]-P_dax[i])*(P_nik[j]-P_nik[i]))
}
}
s<-s/choose(length(P_dax),2)
ndiag<-sin(pi*s/2)
Omega[2,1]<-Omega[1,2]<-ndiag
c_density <- function(v) {
df<-v[1]
for(i in 1:length(P_dax)) {
f <- function(z) {
pmst(z, xi[1],Omega[1,1],alpha[1],df)-P_dax[i]
}
u1[i]<-uniroot(f,ber1,tol=0.000001)$root
f <- function(z) {
pmst(z, xi[2],Omega[2,2],alpha[2],df)-P_nik[i]
}
u2[i]<-uniroot(f,ber2,tol=0.000001)$root
z?hler<-dmst(c(u1[i],u2[i]),xi,Omega,alpha,df)[1]
nenner<-dmst(u1[i], xi[1] ,O...
2009 Jul 09
2
How to Populate List
...n
Cc: r-help@r-project.org
Message-ID: <20090708144039.488a5de7.azzalini@stat.unipd.it>
Content-Type: text/plain; charset=ISO-8859-1
RHRPO>
RHRPO> Hi R-users,
RHRPO> _I have a data from multi skew t and would like to transform each of the data to uniform data._ I tried using 'pmst' but only got one output:
RHRPO> _
RHRPO> > rr1 <- as.vector(r1);rr1
RHRPO> _[1]_ 0.7207582_ 5.2250906_ 1.7422237_ 0.5677233_ 0.7473555 -0.6020626 -2.1947872 -1.1128313 -0.6587316 -1.1409261
RHRPO> _
RHRPO> _
RHRPO> > pmst(rr1, xi=rep(0,10), Omega=diag(10), alpha=rep(...