similar to: simulate from conditional distribution

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)

Dear all, I am trying to calculate certain critical values from bivariate normal distribution (please see the function below). m <- 10 rho <- 0.1 k <- 2 alpha <- 0.05 ## calculate critical constants cc_z <- numeric(m) var <- matrix(c(1,rho,rho,1), nrow=2, ncol=2, byrow=T) for (i in 1:m){ if (i <= k) {cc_z[i] <- qmvnorm((k*(k-1))/(m*(m-1))*alpha,

Dear All, For function: rmvnorm{mvtnorm} in (library mvtnorm, not splus2R), if I generate 2 bivariate normal samples as follows: > rmvnorm(2,mean=rep(0,2),sigma=diag(2)) [,1] [,2] [1,] 2.0749459 1.4932752 [2,] -0.9886333 0.3832266 Where is the first sample, it is stored in the first row or the first column? Does this function store samples row-wise or column-wise? Thank

Dear all, I have the following program for a multiple comparison procedure. There are two functions for the two steps. First step is to calculate the critical values, while the second step is the actual procedure [see below: program with two functions]. This work fine. However, However I want to put them into one function for the convenience of later use [see below: program with one

Dear sir, I would ask if there are in R some code to generate a random sample from a mvariate student distribution like that one wich generate the multivariate normal one i mean( rmvnorm(n, mu, sigma) Second question : if R can plot density 3Dcurve I don't mean de histogram but de hole density function(normal for example). I use a windows version of The R software Thank you in advance wiyh

Dear all, I wrote the following function previously. It worked fine with the old mvtnorm package. Somehow with the updated package, I got a error message when trying to use the function. I need some help. It is sort of urgent. Can anyone please take a look. The function is the following. Thank you very much! Hannah library(mvtnorm) cc_f <- function(m, rho,

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 [[alternative HTML version deleted]]

Hello, I would like to simulate randomly from a multivariate normal distribution using a correlation matrix, rho. I do not have sigma. I have searched the help archive and the R documentation as well as doing a standard google search. What I have seen is that one can either use rmvnorm in the package: mvtnorm or mvrnorm in the package: MASS. I believe I read somewhere that the latter was

Respected All, I hope you are enjoying good health, I am tring to write a program in R but could not be very sucessful. My program draws random sample form bivariate normal distribution and then compute a variable PIJ. For certian samples some entries of variable PIJ is apearing as negative, which result in negative variance estimator. I want to introduce a loop in my program that verify the each

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 [[alternative HTML version deleted]]

Hi: Does Ellipse and dataellipse function in R produce the same ellipse? I wanted to see how the radius for the Ellipse function in R calculated. Also what is the var-covariance matrix, if any, assumed for the dataellipse function? Heres an example of the code where I am generating Multivariate normal data and creating ellipse using the 2 functions: library(car) library(mvtnorm) mu =

Also, it is possible to change "ylim" also? 2012/7/1 li li <hannah.hlx@gmail.com> > Dear all, > I have a few questions regarding the boxplot output from the > "geom_boxplot" function. > Attached is the output I get. Below are my questions: > > 1. How can I define the xlab and ylab myself? > Also I would like to remove

Dear all, I would like to generate bi-variate normal data given that the first column of the data is known. for example: I first generate a set of data using the command, x <- rmvnorm(10, c(0, 0), matrix(c(1, 0, 0, 1), 2)) then I would like to sum up the two columns of x: x.sum <- apply(x, 1, sum) now with x.sum I would like to generate another column of data, say y, that makes

Dear all, For two sets of random variables, say, x <- rnorm(1000, 10, 10) and y <- rnorm(1000. 3, 20). Is there any way to overlay the histograms (and density curves) of x and y on the plot of y vs. x? The histogram of x is on the x axis and that of y is on the y axis. The density curve here is to approximate the shape of the distribution and does not have to have area 1. Thank you

Dear expert, I have two coefficients and covariance matrix. My objective is sampling 1000 times from the mean and covariance matrix. In order to get that, what kind of commend should I use? If you do not mind, could you tell me the comment in detail about parameter used in that commend also? Thank you. Sung. [[alternative HTML version deleted]]

Hello there, I would like to simulate X --Normal (20, 5) Y-- Normal (40, 10) and the correlation between X and Y is 0.6. How do I do it in R? Thank you very much Lisa Wang Msc. Princess Margaret Hospital Toronto, Ca

Dear All I want to generate multivariate normal data in R for a given covariance matrix, i.e. my generated data must have the given covariance matrix. I know the rmvnorm command is to be used but may be I am failing to properly assign the covariance matrix. Any help will be greatly appreciated thanks. M. R. Ahmad

Hi all, I am trying to download the Rcolorbrewer package from Cran http://cran.r-project.org/web/packages/RColorBrewer//index.html It seems the files have been removed. Does anyone know where can I download the package? Thanks. Hannah [[alternative HTML version deleted]]

Hi all, I want to add 6 plots in the format of 2 columns and 3 rows as one figure in latex. The plots are in .eps file. I know how to add 2 plots side by side, but could not figure out how to do multiple rows. I know this may not be the right place to ask such a question. But I do not know who to ask, so just try my luck here. Thank you in advance.

Hi all, I'm looking for an analytic method to obtain the PDF & CDF of the sampling distribution of a given correlation (rho) at a given sample size (N). I've attached code describing a monte carlo method of achieving this, and while it is relatively fast, an analytic solution would obviously be optimal. get.cors <- function(i, x, y, N){ end=i*N