similar to: T-Distribution

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

hello I work on the probabilities of bivariate normal distribution. I need integrate  the following function. f (x, y) = exp [- (x ^ 2 + y ^ 2 + x * y)] with - ∞ ≤ x ≤ 7.44 and - ∞ ≤ y ≤ 1.44   , either software R or  matlab Version R 2009a Thank you for helping me Regards Mezouara hicham PhD in Metrology Hicham_dess @ yahoo.fr [[alternative HTML version deleted]]

This might not be the correct forum for this question for there might be some flaws in my logic so the R function I'm looking for might not be the correct, but I know there?s a lot of smart people in this forum so please correct me if I'm wrong. I have been googling and searching in this forum for something useful but so far I'm out of luck. This is the background to my problem. I

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)

Hello, Based on replies (which I'm gratefull for) I guess the only solution is to create a package, that will contain function to build lm()-like linear models, and allow weighting cases (as I described two days ago). This would also alow buliding those models for data in aggregated form without a need for using e.g. expand$grid(). Thank you again for replies.

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, Y, X are bivariate normal with all the parameters known. I would like to generate numbers from the distribution Y | X > c where c is a constant. Does there exist an R function generating random numbers from such a distribution? Thank you very much. hannah [[alternative HTML version deleted]]

Dear R-ers: I'm sorry to disturb you, I want just ask how to export a data set (matrix) from the editor window of R to (for example) a txt if i type fix(data) i get a R editor window, I want to use this dat in other statistic program how i do that Thank you very much Hicham Amsterdam -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list --

Dear R-ers: I'm sorry to disturb you, I want just ask if R can plot a given complicated density function. I mean if we have the expression of the density en we want to see how it's look like? and this is a density with two variables thus it's a 3D plot Thank you very much Hicham Amsterdam

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

Dear all, The MASS library provides a mvrnorm function to generate random numbers from a multivariate normal distribution, similar to S-Plus's rmvnorm, but is there an R-equivalent to pmvnorm, which generates probabilities from a multivariate normal? With thanks, John Field -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

Hi, I want to use R for some data mining project , and was wondering if it has any intercative graphical features? For example, is it possible to plot a histogram and be able to select a specific point on it and have all the data about it? or select a specific area in a curve and have all the data about it? or possibilities to zoom out and in? Thank you for your help, Mama Benchaffai School of

Dear All, I am trying to convert some S-plus code that I have to run MCMC into R-code. The program works in S-plus, but runs slowly. I have managed to source the program into R. R recognizes that the program is there; for example, it will display the code when I type the function name at the prompt. However, the program will not run. When I try to run the program, I get the following error

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 =

This continues the message "data.frame within a function (PR#9294)" that was posted on 2006/10/12. Duncan Murdoch kindly replied. I'm using the current version R 2.4.0, but the same issue exists. Just copy and paste the following code under R, and compare the output of f1() and f2() and the output of f3() and f4(). Does anybody have any idea? Thanks.

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

Dear all R users, Please forgive me if my question is too trivial. Suppose I have two variables, (x,y) which is log-normally distributed with expected value (mu1, mu2) and some variance-covariance matrix. Now I want to draw a random sample of size 1000 from this distribution. Is there any function available to do this? Thanks and regards, Megh

Hi, My R version is 2.4.1 and I installed the the packages MASS and run command library("MASS"), however when I type ?rmvnorm, no help topic found, it worked before. I tried to ype ?rinvgamma from "MCMCpack" which works great. Anybody have idea? I also reinstalled MASS package, but when I try to type rmvnorm(), no functions found. Pat

Hi R-fellows, I am trying to simulate a multivariate correlated sample via the Gaussian copula method. One variable is a binary variable, that should be autocorrelated. The autocorrelation should be rho = 0.2. Furthermore, the overall probability to get either outcome of the binary variable should be 0.5. Below you can see the R code (I use for simplicity a diagonal matrix in rmvnorm even if it

I have been using the hetcor function in the polycor package. When I don't specify the use option everything runs smoothly. However, when I specify use either as "pairwise.complete.obs" or "complete.obs" I get this error Error in optim(rho, f, control = control, hessian = TRUE, method = "BFGS") : non-finite value supplied by optim Is this an error in