search 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(...