Displaying 3 results from an estimated 3 matches for "rmvsnorm".
Did you mean:
rmvnorm
2013 Apr 01
1
lognormal sampleing using covariance matrix
Dear All,
wondering if someine can access the link to the randsamp code referenced in the R-help archive here: http://www.mail-archive.com/r-help@stat.math.ethz.ch/msg75645.html ? I have tried but for whatever reason I can not get trough. My problem seems to be similar to what the author originally described there, so having access to it would be great. Else, if you have any thougths on sampling
2008 Sep 17
0
fMultivar functions not loading under R-2.7
...dData" "plot.fMV"
[40] "plot.hexBinning" "plot.squareBinning" "pmvsnorm"
[43] "pmvst" "pnorm2d" ".pnorm2d"
[46] "pt2d" "rcauchy2d" "rmvsnorm"
[49] "rmvst" "rnorm2d" ".rnorm2d"
[52] "rt2d" "show.fMV" "squareBinning"
[55] "summary.fMV" ".TInt" ".TOwen"
shows that no...
2012 Nov 21
0
Question about VAR (Vector Autoregression) in differences.
...- as.matrix(object$datamat[, 1:(K * (p + 1))])
cov<-summary(object)$covres
forecast <- matrix(NA, ncol = K, nrow = n.ahead)
lasty <- c(Zy[nrow(Zy), ])
for (i in 1:n.ahead) {
lasty <- lasty[1:(K * p)]
Z <- c(lasty, Zdet[i, ])
rv<-mult*matrix(rmvsnorm(1, dim = dim(cov)[1], Omega = cov), ncol = 1)
forecast[i, ] <- B %*% Z + rv
temp <- forecast[i, ]
lasty <- c(temp, lasty)
}
forecast
}
--
[[alternative HTML version deleted]]