Displaying 1 result from an estimated 1 matches for "tp3779831p3780104".
2011 Aug 30
2
Multivariate Normal: Help wanted!
I have the following function, a MSE calc based on some Multivariate normals:
MV.MSE<-function(n,EP,X,S){
(dmvnorm(X,mean=rep(0,2),I+S+EP)-dmvnorm(X,mean=rep(0,2),I+S))^2
+
1/n*(dmvnorm(X,mean=rep(0,2),1+S+EP/2)*det(4*pi*EP)^-.5-
(dmvnorm(X,mean=rep(0,2),I+S+EP ))^2)}
I can get the MV.MSE for given values of the function e.g