search for: qmvnorm

Dear all, I need to use the "qmvnorm" function in mtvnorm package. Here is the error message I got > qmvnorm(0.05, tail="upper", sigma=var)$quantile Error in uniroot(pfct, interval = interval) : f() values at end points not of opposite sign There is no problem for 50th quantile. > qmvnorm(0.5, tail="upper...

...very much! Hannah library(mvtnorm) cc_f <- function(m, rho, k, alpha) { m <- 10 rho <- 0.1 k <- 2 alpha <- 0.05 cc_z <- numeric(m) var <- matrix(c(1,rho,rho,1), nrow=2, ncol=2, byrow=T) for (i in 1:m){ if (i <= k) {cc_z[i] <- qmvnorm((k*(k-1))/(m*(m-1))*alpha, tail="upper", sigma=var)$quantile} else {cc_z[i] <- qmvnorm((k*(k-1))/((m-i+k)*(m-i+k-1))*alpha, tail ="upper", sigma=var)$quantile} } cc <- 1-pnorm(cc_z) return(cc) } [[alternativ...

...I did wrong? Thank you! Hannah ######Program with two functions############ ## first step library(mvtnorm) cc_f <- function(m, rho, k, alpha) { cc_z <- numeric(m) var <- matrix(c(1,rho,rho,1), nrow=2, ncol=2, byrow=T) for (i in 1:m){ if (i <= k) {cc_z[i] <- qmvnorm((k*(k-1))/(m*(m-1))*alpha, tail="upper", sigma=var)$quantile} else {cc_z[i] <- qmvnorm((k*(k-1))/((m-i+k)*(m-i+k-1))*alpha, tail="upper", sigma=var)$quantile} } cc <- 1-pnorm(cc_z) return(cc) } ## second step pair_...

...n critical values from bivariate normal distribution (please see the function below). m <- 10 rho <- 0.1 k <- 2 alpha <- 0.05 ## calculate critical constants cc_z <- numeric(m) var <- matrix(c(1,rho,rho,1), nrow=2, ncol=2, byrow=T) for (i in 1:m){ if (i <= k) {cc_z[i] <- qmvnorm((k*(k-1))/(m*(m-1))*alpha, tail="upper", sigma=var)$quantile} else {cc_z[i] <- qmvnorm((k*(k-1))/((m-i+k)*(m-i+k-1))*alpha, tail="upper", sigma=var)$quantile} } After the critical constants cc_z is calculated, I wanted to check whether they ar...

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 Universit? del Pi...