similar to: how to get samples from rtmvnorm with large dimensions

Displaying 20 results from an estimated 10000 matches similar to: "how to get samples from rtmvnorm with large dimensions"

2011 Feb 07
1
Question about checkTmvArgs function in rtmvnorm (package tmvtnorm)
Hello! I was wondering if it's possible to see the actual code of checkTmvArgs function that is part of the code for rtmvnorm (which is below - I just typed "rtmvnorm" on the prompt). I get an error: Error in checkTmvArgs(mean, sigma, lower, upper) : sigma must be a symmetric matrix At the same time I am pretty sure that the matrix I am passing as sigma is a var-covar matrix
2011 Feb 07
0
under what conditions would rtmvnorm (from package tmvtnorm) produce all NaNs
Hello! I am trying to generate a sample from a truncated multivariate normal distribution using rtmvnorm. I am using Gibbs because my alpha (line below) is teeny-tiny ( 4.083475e-64 ) alpha = pmvnorm(lower=lower, upper=upper, mean=btilde, sigma=MyVarCovar). When I try my Gibbs run, it takes quite a long time (with 10,000 iterations and 5,000 iterations burn-in) ~ 22 sec. And then what I get is
2011 Sep 20
0
rtmvnorm performance issues
When sampling from a multi-variate truncated normal using rtmvnorm from the tmvnorm-package, I experience extreme performance differences between two of my computers. On my laptop computer, draws take ~5s, on my desktop ~30s. I need to run MCMCs with repeat calls to rtmvnorm on my desktop. The code in both cases is exactly the same. rtmvnorm seems not to have any machine dependent defaults
2011 May 31
0
rtmvt
I want to use the rtmvt from the {tmvtnorm} package using the "gibbs" algorithm but how to i specify the nested function rtmvnorm to use gibbs as well? Right now I am using the code: for (i in 1:g){ for (j in 1:n){ sgamma[,,i,j] = rtmvt(n=50, mean=mu[i,j], sigma[i,j], df=nu[i], lower=rep(0,2),algorithm="gibbs") } } heres an example of one iteration: >
2010 Mar 16
0
tmvtnorm: version 1.0-2
Dear R users, the tmvtnorm package, the package for the truncated multivariate normal and Student-t distribution, has been updated on CRAN. The major changes in version 1.0-2 (2010-03-04) are: * The package now provides methods for the truncated multivariate Student-t distribution, i.e. random number generation, density function, distribution functions like rtmvt(), dtmvt() und ptmvt() and
2010 Mar 16
0
tmvtnorm: version 1.0-2
Dear R users, the tmvtnorm package, the package for the truncated multivariate normal and Student-t distribution, has been updated on CRAN. The major changes in version 1.0-2 (2010-03-04) are: * The package now provides methods for the truncated multivariate Student-t distribution, i.e. random number generation, density function, distribution functions like rtmvt(), dtmvt() und ptmvt() and
2014 Apr 02
2
random crashes
I have a server thats been running fine for a year or two lock up a few times recently, requiring power cycling. The /var/log/messages after a lockup last night is appended to this message. hardware is a pretty typical server, Supermicro X8DTE-F motherboard, dual Xeon X5650, 48GB ECC memory, LSI SAS 2008 for the boot disks, and LSI MegaRAID SAS 9261-8i for the data volume. Lots of 3TB
2016 May 10
1
weird network error
a previously rock solid reliable server of mine crashed last night, the server was still running but eth0, a Intel 82574L using the e1000e driver, went down. The server has a Supermicro X8DTE-F (dual Xeon X5650, yada yada). server is a drbd master, so that was the first thing to notice network issues. Just a couple days ago I ran yum update to the latest, I do this about once a month.
2007 Aug 02
1
Multivariable correlation
Given a square matrix of variables X, is there any way to compute a multivariable correlation among all the variables in the array? It is possible to calculate the correlation of all pairs of variables in the array, but I want to know the correlation of all the variables taken together, i.e. for the matrix X=x1 x2 x3 x4 x5 x6 x7 x8 x9 I don't want the pair-wise correlations
2012 Jan 24
2
sampling weights in package lme4
Dear All I am trying to include sampling weights in multilavel regression analysis using packege lme4 using following codes print(fm1 <- lmer(DC~sex+age+smoker+alcohol+fruits(1|setting), dataset,REML = FALSE), corr = FALSE) print(fm2 <- lmer(DC~sex+age+smoker+alcohol+fruits(1|setting), dataset,REML = FALSE), corr = FALSE,weights=sweight) The problem is both the
2006 Jan 03
1
Large partition problem
I really hope someone has a clue on this one.... :) I've got a 2.2TB array mounted on a 3ware 9500 controller. I installed it last week ensuring that LBA was enabled and using gpt with parted to get the full size available on one array. I also think I chose reiserfs for the array. We then moved ALOT of data to the array. Problem now is that after a reboot LBA doesn't seem to be in
2001 May 26
1
How to test and debug.
Hi Tincs Groups, I try to set up Tinc-1.0pre 3 on RedHat kernel 2.2.14. I think i setup it's ok. Because it's show message like this. ********************************************************************** Site A May 22 07:30:00 sg1 tinc[802]: tincd 1.0pre3 (Apr 5 2001 02:02:52) starting, debug level 5 May 22 07:30:00 sg1 tinc[802]: Ready: listening on port
2010 Feb 22
2
Siegel-Tukey test for equal variability (code)
Hi, I recently ran into the problem that I needed a Siegel-Tukey test for equal variability based on ranks. Maybe there is a package that has it implemented, but I could not find it. So I programmed an R function to do it. The Siegel-Tukey test requires to recode the ranks so that they express variability rather than ascending order. This is essentially what the code further below does. After the
2007 Oct 18
1
Offtopic: help with an iPod
A friend bring and Ipod, initially it didn't start because of charge, so I connected to my PC to give some charge, after that my linux didn't mount it, and when I start the iPod it shows me a folder with a sign, and that's all, nothing else matters. when I connected the iPod to the PC it start to charge and suddenly stops and shows the folder I have talked before I run the command
2010 Jul 07
1
ifelse statement
Hi, I am a newbie of R, and playing with the "ifelse" statement. I have the following codes: ## first, for(i in 1:3) { for(j in 2:4) { cor.temp <- cor(iris.allnum[,i], iris.allnum[,j]) if(i==1 & j==2) corr.iris <- cor.temp else corr.iris <- c(corr.iris, cor.temp) } } this code is working fine. I also tried to perform the same thing in another way with "ifelse":
2009 Aug 16
2
bootstrapped correlation confint lower than -1 ?
Dear R users, Does the results below make any sense? Can the the interval of the correlation coefficient be between *-1.0185* and -0.8265 at 95% confidence level? Liviu > library(boot) > data(mtcars) > with(mtcars, cor.test(mpg, wt, met="spearman")) Spearman's rank correlation rho data: mpg and wt S = 10292, p-value = 1.488e-11 alternative hypothesis: true rho is not
2018 Sep 20
2
Vectorization width not correct using #pragma clang loop vectorize_width
Hello, I m trying to set vector width using #pragma clang loop vectorize_width(32) but i m getting width 8 for the following kernel; #define M 128 #define N 128 #define SQRT_FUN(x) sqrtf(x) int main(int argc, char** argv) { /* Variable declaration/allocation. */ double float_n = (double)N; double data[N*M]; double corr[M*M]; double mean[M]; double stddev[M]; uint32_t
2000 Mar 14
1
qr.solve (fwd)
Two friend reported me a problem, which I can't solve: (I run R-1.0.0, Debian Linux) They hava a function "corr.matrix" (see end of mail), and when they create a 173x173 matrix with this function V <- corr.matrix(0.3, n=173) V1 <- qr.solve(V) reports: Error in qr(a, tol = tol) : NA/NaN/Inf in foreign function call (arg 1) For n < 173, qr.solve returns the correct
2005 Mar 02
1
Warning: number of items to replace is not a multiple of replacement length
I feel like a complete dolt, as I know this question has been asked by others on a fairly regular basis, but I'm going in circles trying to get the following to work: id.prob<-function (tt) { library(mvtnorm) #============================ Makeham<-function(tt) { a2=0.030386513 a3=0.006688287 b3=0.039047537 t<-tt-20 h.t<-a2+a3*exp(b3*t) S.t<-exp(-a2*t+a3/b3*(1-exp(b3*t)))
2010 Feb 12
1
popbio and stochastic lambda calculation
Hello R users, I am trying to calculate the stochastic lambda for a published matrix population model using the popbio package. Unfortunately, I have been unable to match the published results. Can anyone tell me whether this is due to slightly different methods being used, or have I gone wrong somewhere in my code? Could the answer be as simple as comparing deterministic lambdas to