similar to: dmvnorm masked by emdbook

Hi all, Many thank in advance for helping me.? I tried to fit Expectation Maximization algorithm for mixture data. I must used one of numerical method to maximize my function. I built my code but I do not know how to make the optim function run over a different value of the parameters.? That is, For E-step I need to get the value of mixture weights based on the current (initial) values of

Hello! I am trying to fit a copula to some data in R and I get the error mentioned above. This is the code for a reproducible example - library(copula) data = matrix(data=runif(600),nrow=200,ncol=3) data[,2] = 2*data[,1] data[,3] = 3*data[,1] fr_cop = frankCopula(dim=3) fit_fr_cop = fitCopula(fr_cop,pobs(data),method = "mpl") #Error Here The error says : Error in fitCopula.ml(copula, u

>>>>> Soumen Banerjee <soumen08 at gmail.com> >>>>> on Sat, 21 Apr 2018 17:22:56 +0800 writes: > Hello! I am trying to fit a copula to some data in R and > I get the error mentioned above. This is the code for a > reproducible example - (not really reproducible: You did not set the random seed, so the data is different every time;

Hi R-users, I would like to use the copula package.? I? the package plus the mvtnorm and try to run the example given, but I got the following message: install.packages(repos=NULL,pkgs="c:\\Tinn-R\\copula_0.8-3.zip") norm.cop <- normalCopula(c(0.5, 0.6, 0.7), dim = 3, dispstr = "un") t.cop <- tCopula(c(0.5, 0.3), dim = 3, dispstr = "toep", df = 2, df.fixed =

Dear R helper, does anyone have an idea on why R.2.4.0 draws the surface for the two command lines below and the next time it renders the error message below for exactly the same command lines: > norm.cop <- normalCopula(0.5) > persp(norm.cop, dcopula) Error in ceiling(length.out) : Non-numeric argument to mathematical function. I will appreciate any help from anyone thanks, Dominique

I have the code for the bivariate Gaussian copula. It is written with for-loops, it works, but I wonder if there is a way to vectorize the function. I don't see how outer() can be used in this case, but maybe one can use mapply() or Vectorize() in some way? Could anyone help me, please? ## Density of Gauss Copula rho <- 0.5 #corr R <- rbind(c(1,rho),c(rho,1)) #vcov matrix id <-

Hey all, I'm trying to construct a 7-dimensional normal copula using the copula package. I'd like to supply as parameter a randomly generated correlation matrix (that I'll convert to a vector so I can feed it to the normalCopula function). What order do the pairwise correlations inside that vector have to be in? In other words: What does the normalCopula function "expect"?

Dear R community, I was trying to estimate density at point zero of a multivariate distribution (9 dimensions) and for this I was using a multinormal approximation and the function dmvnorm , gtools package. To have a sense of the error I tried to look the mismatch between a unidimensional version of my distribution and estimate density at point zero with function density, dmvnorm and dnorm. At

I am experiencing strange results using dmvnorm. I define a scaled distance matrix from the coordinates bellow and then calculate a covariance matrix using a spherical correlation function. Then with certain combinations of range and sill parameters dmvnorm is returning values greater than 1. Surely the results of dmvnorm should be in the interval 0:1 (or do I just nead a holiday?). In addition

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

Summary: + I am writing an R extension that needs to call dmvnorm more than 10,000 times during a model fitting computation. + My extension uses openmp for parallel execution. + As of R 3.0, it is no longer permitted for threads to call the R interpreter because there is a stack overflow check that always trips because the thread's stack is different from what R is expecting. +

Hello, I am using rbetabinom ( to generate beta binomial random variables) function available in the "emdbook"package written by Professor. Ben Bolker for my research study. I have no questions with this function. However, I am looking for the theoretical method/algorithm of the function "rbetabinom " . Morris (1997), American Naturalist 150:299-327 is given as the reference

Thanks Dimitris!!! That's much clearer now. Still have a lot of work to do this weekend to understand every bit but your code will prove very useful. Cheers, Aziz -----Original Message----- From: Dimitrios Rizopoulos [mailto:Dimitris.Rizopoulos at med.kuleuven.be] Sent: May 12, 2006 4:35 PM To: Chaouch, Aziz Subject: RE: [R] Maximum likelihood estimate of bivariate

Hola, Quiero saber si es posible programar una cópula donde las funciones marginales son multivariantes, siguiendo el esquema del package ''Copula''. Es decir, Copula(F(x,y), G(w,z))) En el caso de funciones marginales univariantes, un ejemplo de la normal multivariante quedaria de la siguiente forma,

hi, first I want to say that I'm new here, and new with copula and R. That is the reason why I'm writing, if somebody can help me. I have to make an example of Copula. On internet I've found this forum and that copula can calculate with R. Can somebody help me with the thing how can I start and where can read about these stuffs. Thank to all who can help! -- View this message

Dear all, I want to use the deltavar() function from emdbook. I can use it directly from the command terminal but within a function it behaves weird. Working example: ---------------------- library("emdbook") fn <- function() { browser() y <- 2 print(deltavar(y*b2, meanval=c(b2=3), Sigma=1) ) } x <- 2 print(deltavar(x*b1, meanval=c(b1=3), Sigma=1) ) y<-3 fn()

Hi All, Why would calls to dnorm and dmvnorm return values that are above 1? For example, > dnorm(0.00003,mean=0, sd=0.1) [1] 3.989423 This is happening on two different installations of R that I have. Thank you. Hailu [[alternative HTML version deleted]]

Dear R users, i try to use function dmvnorm(x, mean, sigma, log=FALSE) from R package mvtnorm to calculate the probability of x under the multivariate normal distribution with mean equal to mean and covariance matrix sigma. I become the following Error in solve.default(cov, ...) : system is computationally singular: reciprocal condition number = 1.81093e-19 What could be the reason of it?

is() does not catch parent S3 classes: > library(splines) > temp <- bs(1:99, df=5) > class(temp) [1] "bs" "basis" > is(temp, "basis") [1] FALSE In contrast, is() does catch parent S4 classes: > library(copula) > norm.cop <- ellipCopula("normal", param = c(0.5, 0.6, 0.7), + dim = 3, dispstr = "un")

Dear R-helper, Is there any thing that I am doing wrong in the following codes: > norm.cop <- normalCopula(0.5) > persp(norm.cop, dcopula) The last command produces what follows Error in persp(x, y, z, xlim, ylim, zlim, theta, phi, r, d, scale, expand, : invalid 'x' argument In addition: Warning messages: 1: no non-missing arguments to min; returning Inf 2: no