Displaying 7 results from an estimated 7 matches for "trivari".
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tiwari
2009 Mar 07
4
multivariate integration and partial differentiation
Could somebody share some tips on implementing multivariate integration and partial differentiation in R?
For example, for a trivariate joint distribution (cumulative density function) of F(x,y,z), how to differentiate with respect to x and get the bivariate distribution (probability density function) of f(y,z). Or integrate f(x,y,z) with respect to x to get bivariate distribution of (y,z).
Your sharing is appreciated.
Wei-han...
2011 May 12
2
Exporting interactive 3D plots with axes and labels
Hi,
I have a question about exporting interactive 3D plots. I use the following code to plot a contour of a trivariate normal distribution:
library(mvtnorm)
library(rgl)
library(misc3d)
n=25
x=seq(-3,3,length=n)
X=cbind(rep(x,each=n**2),rep(rep(x,each=n),n),rep(x,n**2))
p=array(dmvnorm(X,sigma=diag(3)*0.5+0.5),c(n,n,n))
contour3d(p,x,x,x,level=mean(p))
lim=c(-3,3)
decorate3d(xlim=lim,ylim=lim,zlim=lim,xlab=&q...
2012 May 25
1
Rolling Sample VAR
hi guys,
I am using trivariate VAR model to get 10 step ahead orthogonalized impulse
response functions. I want to use rolling sample analysis on the
coefficients of the irf but I have no idea how to do that. I looked through
the forums but I can't seem to find any solutions.
Any suggestions would be helpful.
B
--
Vi...
2011 Aug 07
0
Fitting t copula
I'm a new user of R and a novice user in copula R package.
I want to fit 3-dimensional t copula for my trivariate data. So I used the
command
t.cop <- tCopula(c(0.785,0.283,0.613),dim=3,dispstr="un",df=6,df.fixed =
TRUE)
where c(0.785,0.283,0.613) is the correlation pattern of my data with 0.785
pearson correlation between variable 1-2, 0.283 correlation between 1-3 and
0.613 is the correlati...
2011 Aug 08
0
GOF of Student's t copula
Hi all,
I need to test gof of 3-dimensional t copula for my trivariate observed
data set. So I used the command
t.cop <- tCopula(c(0.785,0.283,0.613),dim=3,dispstr="un",df=6,df.fixed =
TRUE)
where c(0.785,0.283,0.613) is the correlation pattern of my data with 0.785
pearson correlation between variable 1-2, 0.283 correlation between 1-3 and
0.613 is...
2008 Sep 18
3
Oja median
Hi,
Can we get the code for calculating Oja median for multivariate data
Thanks and Regards
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
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2012 Jul 12
0
Generate random numbers with nested Archimedean Copula
Hi everybody,
I try to simulate random numbers from a trivariate nested Archimedean
copula. My aim is to correlate two processes with, e.g. theta2, as the so
called child pair and then to correlate these two processes with a third one
with theta1 (parent). This "figure" tries to capture what I am explaining
theta1...