Displaying 20 results from an estimated 200 matches similar to: "tmvtnorm: version 1.0-2"
2009 Oct 09
0
Updates to tmvtnorm package
Dear R users,
the tmvtnorm package, the package for the truncated multivariate normal distribution, has been updated on CRAN.
The major changes in version 0.8 are:
* Reimplemented the Gibbs' sampler for random number generation in Fortran for performance reasons. This compiled code is now even faster than conventional rejection sampling and allows for the generation of large amounts of
2009 Oct 09
0
Updates to tmvtnorm package
Dear R users,
the tmvtnorm package, the package for the truncated multivariate normal distribution, has been updated on CRAN.
The major changes in version 0.8 are:
* Reimplemented the Gibbs' sampler for random number generation in Fortran for performance reasons. This compiled code is now even faster than conventional rejection sampling and allows for the generation of large amounts of
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:
>
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
2009 Aug 05
1
HowTos/PackageManagement/Spacewalk
This Article describes installation of some packages from EPEL (section
6.1). Listed in the packages to include is java-1.6.0-openjdk*. I think
this is not necessary anymore as java-1.6.0-openjdk* is part of CentOS 5
now.
financial.com AG
Munich head office/Hauptsitz M?nchen: Maria-Probst-Str. 19 | 80939 M?nchen | Germany
Frankfurt branch office/Niederlassung Frankfurt: Messeturm |
2009 Jul 10
2
http://wiki.centos.org/TipsAndTricks/BecomingRoot
In the sudo section please add "sudo -s" and "sudo -i" as ways to open a
root-shell.
Chris
financial.com AG
Munich head office/Hauptsitz M?nchen: Maria-Probst-Str. 19 | 80939 M?nchen | Germany
Frankfurt branch office/Niederlassung Frankfurt: Messeturm | Friedrich-Ebert-Anlage 49 | 60327 Frankfurt | Germany
Management board/Vorstand: Dr. Steffen Boehnert (CEO/Vorsitzender) |
2009 Jul 18
1
mention elrepo in wiki
Is it ok if I add elrepo references to HowTos/Custom_Kernel and
AdditionalResources/Repositories?
Chris
financial.com AG
Munich head office/Hauptsitz M?nchen: Maria-Probst-Str. 19 | 80939 M?nchen | Germany
Frankfurt branch office/Niederlassung Frankfurt: Messeturm | Friedrich-Ebert-Anlage 49 | 60327 Frankfurt | Germany
Management board/Vorstand: Dr. Steffen Boehnert (CEO/Vorsitzender) | Dr.
2011 Apr 11
1
rtmvt
I have been using the rtmvt function in the {tmvtnorm} package i'm getting
the warning:
"Acceptance rate is very low and rejection sampling becomes inefficient.
Consider using Gibbs sampling."
but i AM specifying the gibbs algorithm!!:
rtmvt(M, mean=q[,,i,j], sigma=((u[i,j] + nu[i])/(p+nu[i]))*delta[,,i],
df=ceiling(nu[i]+p), lower=c(0,0), algorithm="gibbs")
Any
2011 Apr 02
1
truncated distributions
I am sampling from the truncated multivariate student t distribution "rtmvt"
in the package {tmvtnorm}. My question is about the mean vector. Is it
possible to define a mean vector outside of the truncated region? Thank you
in advance for any help.
--
View this message in context: http://r.789695.n4.nabble.com/truncated-distributions-tp3422245p3422245.html
Sent from the R help mailing
2017 May 09
3
Generating samples from truncated multivariate Student-t distribution
Dear Members,
I am working with 6-dimensional Student-t distribution with 4 degrees
of freedom truncated to [20; 60]. I have generated 100 000 samples
from truncated multivariate Student-t distribution using rtmvt
function from package ?tmvtnorm?. I have also calculated mean vector
using equation (3) from attached pdf. The problem is, that after
summing all elements in one column of rtmvt result
2017 Aug 02
0
Generating samples from truncated multivariate Student-t distribution
>>>>> David Winsemius <dwinsemius at comcast.net>
>>>>> on Tue, 9 May 2017 14:33:04 -0700 writes:
>> On May 9, 2017, at 2:05 PM, Czarek Kowalski <czarek230800 at gmail.com> wrote:
>>
>> I have already posted that in attachement - pdf file.
> I see that now. I failed to scroll to the 3rd page.
from a late reader:
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
2013 May 08
0
how to get samples from rtmvnorm with large dimensions
Hi, dear all,
I wish to get one sample (2500-d vector) from the truncated multivariate
normal distribution, so I choose use the R function rtmvnorm() to do this.
But the error information shows that for this function, the dimension should
be lower than 1000,
So could you help me to find out if there's any solution could do such
sampling from a truncated multivariate normal distribution
2018 Apr 20
0
Down C6 ALL without torrent ?
On Thu, 2018-04-19 at 07:59 -0500, Valeri Galtsev wrote:
> Aha, now I understand what you want. It probably doesn't exist on
> master repository server. You can re-master DVD from two of them or
> from a copy of content of both in some directory on hard drive.
Unsure how to remaster two DVDs, total 6GB?, onto a USB stick. I can copy both DVDs to a directory. To make the directory
2018 Apr 20
2
Down C6 ALL without torrent ?
> Aha, now I understand what you want. It probably doesn't exist on
> master repository server. You can re-master DVD from two of them or
> from a copy of content of both in some directory on hard drive.
Unsure how to remaster two DVDs, total 6GB?, onto a USB stick. I can copy both DVDs to a directory. To make the directory contents into a single ISO is, currently, beyond my
2010 Sep 29
1
nlminb and optim
I am using both nlminb and optim to get MLEs from a likelihood function I have developed. AFAIK, the model I has not been previously used in this way and so I am struggling a bit to unit test my code since I don't have another data set to compare this kind of estimation to.
The likelihood I have is (in tex below)
\begin{equation}
\label{eqn:marginal}
L(\beta) = \prod_{s=1}^N \int
2010 May 20
1
Geneland error on unix: Error in MCMC(........ :, unused argument(s) (ploidy = 2, genotypes = geno)
I am receiving the above error ( full r session output below) the
script runs OK in windows. and "genotypes" and "ploidy" are both
correct arguments
any suggestions would be most welcome
Nevil Amos
MERG/ACB
Monash University School of Biological Sciences
> library(Geneland)
Loading required package: RandomFields
Loading required package: fields
Loading required
2007 Mar 28
0
geoRglm question with covariates
Hi All,
I'm trying to use the geoRglm package to run a poisson spatial glm
on a dataset with several covariates. When I run without covariates I
have no problems.
control1.data.geo <- mcmc.control(S.scale=0.2, thin = 1)
model1.data.geo <- list(cov.pars = c(1,1), beta=c(1), family="poisson")
test1.model1 <- glsm.mcmc(data.geo, model=model1.data.geo,
1999 Nov 05
2
library maps for R
Anybody interested in the S maps library for R? I have ported a
limited version of the software for a Unix platform, and would be happy
to make it available for anybody interested. If there is a lot of
interest then I will submit it to CRAN. I know that Ross Ihaka is
working on a new version for R, which does not have some of the
limitations of the original S version.
My version does not do