Displaying 20 results from an estimated 10000 matches similar to: "The integration of the square of the c.d.f of normal distribution"
2002 Feb 19
2
cdf of the standard normal distribution
Dear Experts,
I need to calculate the cdf of the standard normal distribution, i.e.
H(x) = 1/sqrt(2*pi) integral(exp(-z^2/2) dz), where z is b/w -infi to
infi.
I know there should be a way to do it in R, but did not know to do it.
I'd appreciate any help you could offer.
Charlie Liu
Graduate student intern at EPA/ECO
2002 Oct 17
2
Trigamma function
Hey, all
Do you how to calculate the trigamma function, that is
d**2(log(gamma(x))) / dx**2.
The second-order derivative of log(Gamma(x))?
I cannot find it in the R package, and somebody knows who or where to get
such one?
Thanks.
Fred
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
2003 Apr 10
6
How to plot several graphs in a single 2-D figure?
Hi, R-listers
I tried to plot several graphs in a sigle x-y coordinate settings, like the
following:
|(y) s
| ****** s
| ***** s
| sssssssssssssssssss
|_______________________________(x)
where "*" and "s" denote two diffrent plots.
However, when I used
plot(data1); % data1 is the data points of "*"
2003 Aug 14
2
How to get the pseudo left inverse of a singular square matrix?
Dear R-listers,
I have a dxr matrix Z, where d > r.
And the product Z*Z' is a singular square matrix.
The problem is how to get the left inverse U of this
singular matrix Z*Z', such that
U*(Z*Z') = I?
Is there any to figure it out using matrix decomposition method?
Thanks a lot for your help.
Fred
2007 Jul 10
3
ECDF, distribution of Pareto, distribution of Normal
Hello all,
I would like to plot the emperical CDF, normal CDF and pareto CDF in the
same graph and I amusing the following codes. "z" is a vector and I just
need the part when z between 1.6 and 3.
plot(ecdf(z), do.points=FALSE, verticals=TRUE,
xlim=c(1.6,3),ylim=c(1-sum(z>1.6)/length(z), 1))
x <- seq(1.6, 3, 0.1)
lines(x,pgpd(x, 1.544,0.4373,-0.2398), col="red")
y
2003 Apr 08
5
Help on smooth.spline?
Hey, R-listers
I was recommended to try using smooth.spline function
for estimating 2-Dimensinal curve given a data set.
So will you please tell me where to get this R function?
Or which package provides this function?
Thanks for your point.
Fred
2003 Mar 05
8
How to draw several plots in one figure?
Hey,
I want to draw several plots sequently, but have to make them dispaly in one
figure.
So how to achieve this?
Thanks.
Fred
2003 Feb 06
6
Confused by SVD and Eigenvector Decomposition in PCA
Hey, All
In principal component analysis (PCA), we want to know how many percentage
the first principal component explain the total variances among the data.
Assume the data matrix X is zero-meaned, and
I used the following procedures:
C = covriance(X) %% calculate the covariance matrix;
[EVector,EValues]=eig(C) %%
L = diag(EValues) %%L is a column vector with eigenvalues as the elements
percent
2011 Sep 24
2
maptools::sunriset() daylight savings to stardard time change
Hello all,
After beating my head against the wall for a few hours, I give up.
I have two problems.
1. If I use seq() to generate a POSIXct series that crosses a daylight savings to stardard time change I get two values for the first day of change. The time change is Nov 6,2011. The value for Nov 7 turns into 23:00 on Nov 6, thus two values for Nov 6. (see below)
So I put a time value (noon)
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
[[alternative HTML version deleted]]
2006 Apr 23
2
distribution of the product of two correlated normal
Hi,
Does anyone know what the distribution for the product of two correlated
normal? Say I have X~N(a, \sigma1^2) and Y~N(b, \sigma2^2), and the
\rou(X,Y) is not equal to 0, I want to know the pdf or cdf of XY. Thanks
a lot in advance.
yu
[[alternative HTML version deleted]]
2008 Sep 15
2
help on sampling from the truncated normal/gamma distribution on the far end (probability is very low)
Hi, guys,
I am trying to sample from a truncated normal/gamma distribution.
But only the far end of the distribution (where the probability is very low)
is left. e.g.
mu = - 4;
sigma = 0.1;
The distribution is Normal(mu,sigma^2) truncated on [0,+Inf];
How can I get a sample? I tried to use inverse CDF method, but got Inf as
answers. Please help me out.
Also, pls help me on the similar
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
---------------------------------
[[alternative HTML version deleted]]
2007 Apr 01
2
CentOS + GNU Zebra
Hi folks,
At work, we're considering the idea to replace the presente router with
a stardard box with CentOS as a SO and GNU Zebra as a routing software.
The line is a 4Mbps SDSL.
?What do you think about Zebra and what are your experiencies with it?
Any feedback will be so appreciated.
TIA.
2002 Nov 01
2
Empirical distribution
If some can help to find under wich package can i find the commando's
wich i schould to use to work with the empirical cummulative (ecdf)
distribution and also the QQplot.
Zmarrou Hicham
Univesity of Amsterdam
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info",
2002 Oct 29
1
Numerical Integration
Hey, all
Now I am using EM algorithm to do some
optimization. Within that E-step, I have to
calculate some multivariate integration
given some parameter values Theta and function form
of a probability density function f.
So I want to know if there are some package
in R to do such numerical integration given such
function form and parameter values?
Thanks for your kind support on this.
Have a
2002 Nov 11
2
Bootstrp help
Hey,
I have a set of data and want to use Bootstrap
method to estimate some pararameters.
So does anybody know if there are such
functions in R to achieve this?
Thanks for your points.
Fred
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or
2012 Feb 03
1
Simulating from "matrix variate normal distribution"
Hello everyone
Is there a function/command to simulate from "matrix variate normal
distribution" in R.
A follow up question would be is there a function/command to obtain the
density, distribution and quantile function of "matrix variate normal
distribution" in R.
Wikipedia has a good description of "matrix variate normal distribution"
which is also alternatively
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
2010 Oct 12
3
F cumulative distribution function
Dear Sir or Madam:
Dose anyone know the R function which corresponds to "fcdf", a "F cumulative
distribution function" of Matlab?
http://esra.univ-paris1.fr/matlab5/toolbox/stats/fcdf.html
Please guide me how to get this function if it is available.
..... or code it ab initio if no function in R
language
Thanks for kind reply further.
Hsih-Te