search for: tmvtnorm

Dear R users, the tmvtnorm package, the package for the truncated multivariate normal distribution, has been updated on CRAN. The major changes in version 0.8 are: * Reimplemented the Gibbs' sampler for random number generation in Fortran for performance reasons. This compiled code is now even faster than conventional r...

Dear R users, the tmvtnorm package, the package for the truncated multivariate normal and Student-t distribution, has been updated on CRAN. The major changes in version 1.0-2 (2010-03-04) are: * The package now provides methods for the truncated multivariate Student-t distribution, i.e. random number generation, density fu...

...7 (!) variables and for a few of them some of my lower and upper bounds are quite close to each other. -In my vector of means some of the values are below respective lower bounds and some are above respective upper bounds. Are the facts above the rasons that my run below returns all NaNs? library(tmvtnorm) myVector = colMeans(rtmvnorm(n=10000, mean = as.vector(btilde), sigma=MyVarCovar, lower=lower, upper=upper, algorithm="gibbs", burn.in.samples=5000)) If one really needs to see the data to answer my question, I'll be happy to provide btilde and my bounds. -- Dimitri Liakhovitski N...

Dear R users, the tmvtnorm package, the package for the truncated multivariate normal distribution, has been updated on CRAN. The major changes in version 0.8 are: * Reimplemented the Gibbs' sampler for random number generation in Fortran for performance reasons. This compiled code is now even faster than conventional r...

Dear R users, the tmvtnorm package, the package for the truncated multivariate normal and Student-t distribution, has been updated on CRAN. The major changes in version 1.0-2 (2010-03-04) are: * The package now provides methods for the truncated multivariate Student-t distribution, i.e. random number generation, density fu...

Hello! I was wondering if it's possible to see the actual code of checkTmvArgs function that is part of the code for rtmvnorm (which is below - I just typed "rtmvnorm" on the prompt). I get an error: Error in checkTmvArgs(mean, sigma, lower, upper) : sigma must be a symmetric matrix At the same time I am pretty sure that the matrix I am passing as sigma is a var-covar matrix

I have been using the rtmvt function in the {tmvtnorm} package i'm getting the warning: "Acceptance rate is very low and rejection sampling becomes inefficient. Consider using Gibbs sampling." but i AM specifying the gibbs algorithm!!: rtmvt(M, mean=q[,,i,j], sigma=((u[i,j] + nu[i])/(p+nu[i]))*delta[,,i], df=ceiling(nu[i]+p), lower...

Dear Members, I am working with 6-dimensional Student-t distribution with 4 degrees of freedom truncated to [20; 60]. I have generated 100 000 samples from truncated multivariate Student-t distribution using rtmvt function from package ?tmvtnorm?. I have also calculated mean vector using equation (3) from attached pdf. The problem is, that after summing all elements in one column of rtmvt result (and dividing by 100 000) I do not receive the same result as using (3) equation. Could You tell me, what is incorrect, why there is a difference...

I am sampling from the truncated multivariate student t distribution "rtmvt" in the package {tmvtnorm}. My question is about the mean vector. Is it possible to define a mean vector outside of the truncated region? Thank you in advance for any help. -- View this message in context: http://r.789695.n4.nabble.com/truncated-distributions-tp3422245p3422245.html Sent from the R help mailing list archiv...

...: ___> R code must be given as unformatted plain text rather than ___> in a formatted document (pdf in your case) >> I am posting plain text here: good .. and please do always on these lists Martin Maechler, ETH Zurich & R Core >> >>> library(tmvtnorm) >>> meann = c(55, 40, 50, 35, 45, 30) >>> covv = matrix(c( 1, 1, 0, 2, -1, -1, >> 1, 16, -6, -6, -2, 12, >> 0, -6, 4, 2, -2, -5, >> 2, -6, 2, 25, 0, -17, >> -1, -2, -2, 0, 9, -5, >> -1, 12, -5, -17, -5, 36), 6, 6) &gt...

I want to use the rtmvt from the {tmvtnorm} package using the "gibbs" algorithm but how to i specify the nested function rtmvnorm to use gibbs as well? Right now I am using the code: for (i in 1:g){ for (j in 1:n){ sgamma[,,i,j] = rtmvt(n=50, mean=mu[i,j], sigma[i,j], df=nu[i], lower=rep(0,2),algorithm="gibbs"...

Hola, Tengo un problema cuando trato de leer datos que contienen caracteres en Unicode en R 2.10 (windows). La tabla que trato de leer tiene caracteres en Unicode en el nombre de las columnas ( si los tiene en el nombre de las filas no falla aunque me modifica el nombre ) La linea que utilizo es: read.table("example_unicode.txt", sep="\t", dec=".", header=T,

...es (0.1-6), spdep (0.4-59), stab (0.0.7), statmod (1.4.3), stoichcalc (1.1-1), strucchange (1.4-0), survey (3.21), SweaveListingUtils (0.4.3), tau (0.0-7), TeachingDemos (2.6), TeachingSampling (1.4.9), textcat (0.0-2), TGUITeaching (0.9.6), TGUITeaching (0.9.5), tm (0.5-3), tm.plugin.mail (0.0-2), tmvtnorm (1.0-2), tnet (2.5), topicmodels (0.0-4), topmodel (0.7.2), tradeCosts (0.3-1), trio (1.0.14), tsDyn (0.7-22), tseriesChaos (0.1-10), ttrTests (1.5), unmarked (0.8-3), UScensus2000 (0.07), UScensus2000add (0.04), UScensus2000cdp (0.03), UScensus2000tract (0.03), VarianceGamma (0.3-0), vars (1.4-7),...

CRAN (and crantastic) updates this week New packages ------------ * bdoc (1.0) Michael Anderson http://crantastic.org/packages/bdoc This package contains a function that will classify DNA barcodes as well as a few test and reference data sets. * bdsmatrix (1.0) Terry Therneau http://crantastic.org/packages/bdsmatrix This is a special case of sparse matrices, used by coxme and

...(1.0-5), reweight (1.2.1), rockchalk (1.5.4), rrBLUP (3.7), rrcovNA (0.4-03), RRF (1.2), RXMCDA (1.4.2), scriptests (1.0-9), sdcMicro (3.1.1), SDMTools (1.1-11), seewave (1.6.3), sem (3.0-0), SGP (0.9-0.0), SkewHyperbolic (0.3-1), SpatialTools (0.3.5), sphet (1.1-12), splus2R (1.1-1), STAR (0.3-5), tmvtnorm (1.4-6), track (1.0-15), VarianceGamma (0.3-1), VBmix (0.2.7), verification (1.32), VGAM (0.8-7), vines (1.0.4), x12 (1.0-1) This email provided as a service for the R community by http://crantastic.org. Like it? Hate it? Please let us know: cranatic at gmail.com.