Displaying 20 results from an estimated 6000 matches similar to: "How to compute boundaries for bivariate normal distribution in group sequential design"
2008 Jan 23
2
from a normal bivariate distribution to the marginal one
Hello,
I'm quite new with R and so I would like to know if there is a command
to calculate an integral.
In particular I simulated a bivariate normal distribution using these
simple lines:
rbivnorm <- function(n, # sample size
mux, # expected value of x
muy, # expected value of Y
sigmax, # standard deviation of
2002 Nov 12
1
Probabilities for bivariate normal distribution with adapt
Dear R-List:
I`m trying to calculate the probabilities for a bivariate normal
distribution while using the mvtnorm-package(dmvnorm) and the
adapt-package for multidimensional integration.
The problem is that I can`t specify the upper bound in the adapt-package
the way I need it because I don`t need a rectangular area. I want to
calculate the probability starting at the origin under the line y=x.
2006 Feb 13
2
bivariate normal distribution
Hi, there.
Does anyone know the R function for calculating the cdf of bivariate
normal distribution function?
Thanks.
Yulei
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2005 Mar 18
1
Bivariate normal distribution and correlation
Suppose I know the value of cumulative bivariate standard normal distribution. How can I solve correlation between variables?
Pekka
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2009 Mar 29
1
Quantiles for bivariate normal distribution
Hi,
Does anyone know how to write a R function to solve the quantile c for the
following equation.
P(Z1>1.975, Z2<c)+ P(Z1>c, Z2>c)=0.05/6.
Z1 and Z2 have a bivariate normal distribution with mean 0, variance 1 and
correlation 0.5.
Thanks a lot!
Hannah
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2010 Oct 20
1
Generate variable with Bivariate Normal Distribution
Dear All
I want to generate variable with Bivariate Normal Distribution by
use mean1 = a, variance1 = b, mean2 = c, variance2 = d, rho = e.
How I can do this.
Many Thanks.
IRD
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2003 Aug 30
1
3D plot of a bivariate normal distribution
Hi,
I've used the Mathematica to produce 3D graphics, contour plots of a
bivariate normal distribution
Now I want make these graphics in R, but i do not know how.
I would like to:
- Plot a 3D graph for some different variance matrix
- Plot the contour plots
- Find and try to plot (in the 3d graph ou contour plot) the (1-a)%
confidence region based in a chi-square(a) with the degrees of
2012 Apr 04
0
multivariate ordered probit regression---use standard bivariate normal distribution?
Hello.
I have yet to receive a response to my previous post, so I may have
done a poor job asking the question. So, here is the general question:
how can I run a run a multivariate (more than one non-independent,
response variables) ordered probit regression model? I've had success
doing this in the univariate case using the vglm() function in the
VGAM package. For example:
2018 Apr 12
3
Bivariate Normal Distribution Plots
R-Help
I am attempting to create a series of bivariate normal distributions. So using the mvtnorm library I have created the following code ...
# Standard deviations and correlation
sig_x <- 1
sig_y <- 1
rho_xy <- 0.0
# Covariance between X and Y
sig_xy <- rho_xy * sig_x *sig_y
# Covariance matrix
Sigma_xy <- matrix(c(sig_x ^ 2, sig_xy, sig_xy, sig_y ^ 2), nrow = 2, ncol = 2)
2007 Jul 25
2
Regarding Bivariate normal distribution.
Dear all R gurus,
My question is related to statistics rather directly to R. Suppose
(X,Y) has a bivariate normal distrubution. I want to find two values
of X and Y say x, and y respectively, such that:
P[X<x, Y<y] = 0.05
My questions are :
1. Can x and y be uniquely found?
2. If it is, how I can find them using R
Your help will be highly appreciated.
Thanks and regards,
2008 Jan 04
0
Bivariate normal equal-probability curve...
Good morning and I appreciate the availability of a help-list. I am a
professional hydrologist, but not a professional statistician. Yet I
find myself using statistical tools at least part of the time. My
discovery of the R-project through a friend has been most helpful.
Here is my problem:
I'm tasked with fitting a dataset comprising correlated discharges
from adjacent watersheds to
2012 Jul 27
3
bivariate normal
Dear list members
I need a function that calculates the bivariate normal distribution for each observation. It is part of a likelihood function and I have 1000's of cases. As I understand it I cannot use packages like "mvtnorm" because it requres a covariance matrix of the same dimension as the number of observations. Basically what I need is a function that takes as arguments a
2011 Aug 25
1
Bivariate normal regression in R
Hello everyone,
I need to fit a bivariate normal regression model to a dataset where the
same covariate (say, X) influences two separate but correlated responses
(say, Y1 and Y2). So, the bivariate
model would look like :
Y1 = a1 + b1*X + e1
Y2 = a2 + b2*X + e2
where e1 and e2 are error terms which can be correlated. Is there any
package in R which can help me fit this model ? Any help will be
2003 Sep 01
0
Re: Plotting bivariate normal distributions.
You'll find that it is a lot easier to do it in R:
# lets first simulate a bivariate normal sample
library(MASS)
bivn <- mvrnorm(1000, mu = c(0, 0), Sigma = matrix(c(1, .5, .5, 1), 2))
# now we do a kernel density estimate
bivn.kde <- kde2d(bivn[,1], bivn[,2], n = 50)
# now plot your results
contour(bivn.kde)
image(bivn.kde)
persp(bivn.kde, phi = 45, theta = 30)
# fancy contour with
2009 Jun 08
1
Interpreting R -results for Bivariate Normal
HI Guys,
I know that this forum is not for homework but I am trying to interpret R
output code.
I was just wondering if someone might be able to help.
I have been given the following.
For (X1,X2) distributed bivariate normal with parameters
mu1 = 5.8
mu2 = 5.3
sd1 = sd2 = 0.2
and p = 0.6
The r-code and inpit/output are as follows
input
m <- 5.3 + 0.6*(6.3 - 5.8)
s <-
2012 Apr 19
3
Bivariate normal integral
hello,
I'm trying to improve the speed of my calculation but didn't get to a
satisfying result.
It's about the numerical Integration of a bivariate normal distribution.
The code I'm currently using
x <-
qnorm(seq(.Machine$double.xmin,c(1-2*.Machine$double.eps),by=0.01),
mean=0,sd=1)
rho <- 0.5
integral <- function(rho,x1){
2012 Mar 03
2
contour for plotting confidence interval on scatter plot of bivariate normal distribution
Dear all,
I created a bivariate normal distribution:
set.seed(138813)
n<-100
x<-rnorm(n); y<-rnorm(n)
and plotted a scatterplot of it:
plot(x,y)
Now I'd like to add the 2D-standard deviation.
I found a thread regarding plotting arbitrary confidence boundaries from
Pascal H?nggi
http://www.mail-archive.com/r-help at r-project.org/msg24013.html
which cites the even older thread
2004 Nov 16
2
help on EM Algorithm for bivariate normal
Hi,
I woul like to know if it is possible to have a "R code" to generate EM
Algorithm for a normal bivariate mixture.
Best regard,
S.F.
2005 May 06
2
bivariate normal cdf
-- R Help List --
I am looking for a bivariate normal cdf routine in R. I have some fortran routines for this, which appear to be based on 15-point quadrature. Any guidance/suggestions on making these in loadable R-functions would be appreciated.
Thanks,
Dan
=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
Daniel A. Powers, Ph.D.
Department of Sociology
University of Texas at Austin
2011 Oct 19
1
Estimating bivariate normal density with constrains
Dear R-Users
I would like to estimate a constrained bivariate normal density, the
constraint being that the means are of equal magnitude but of opposite
signs. So I need to estimate four parameters:
mu (meanvector (mu,-mu))
sigma_1 and sigma_2 (two sd deviations)
rho (correlation coefficient)
I have looked at several packages, including Gaussian mixture models in
Mclust, but I am not sure