similar to: interfacing C into R and R packages

Hello there! My operating system is Windows XP, my version of R is the latest (R-2.5.0). Recently I have downloaded the package "mvtnorm" and a problem with the command "pmvnorm" occured. Trying to enter the lines ... A <- diag(3) A[1,2] <-0.5 A[1,3] <- 0.25 A[2,3] <- 0.5 pvmnorm(lower=c(-Inf,-Inf,-Inf), upper=c(2,2,2),mean = c(0,0,0), corr=A) I got the following

Hello, I would like to know if (as the usa map with Splus), it is possible with R to plot the french map and to add points (representing towns for instance) on the figure in the appropriate (x,y) system. Thank you. Nathalie Peyrard

Hello, The history function doesn't seems to work when I am working with R. I have a .Rhistory file in my working directory and I have tried savehistory(file = ".Rhistory") or the command given in the history help : .Last <- function() if(interactive()) try(savehistory(".Rhistory")) and I get the same error message Error in

Hello, I am plotting a 3D function using persp and I would like to use greek symbols in the axes labels. I have found examples like this one on the web: plot(0,0,xlab=expression(kappa[lambda]),ylab=substitute(paste(phi,"=",true,sigma),list(true=5))) this works well with plot but not with persp: with the command persp(M,theta = -20,phi =

Announcement: mvtnorm Multivariate Normal and T Distribution mvtnorm implements two R functions for the computation of the multivariate t and normal distribution: pmvt: Computes the the distribution function of the multivariate t distribution for arbitary limits, degrees of freedom and correlation matrices based on algorithms by Genz and Bretz. pmvnorm: Computes the distribution

Announcement: mvtnorm Multivariate Normal and T Distribution mvtnorm implements two R functions for the computation of the multivariate t and normal distribution: pmvt: Computes the the distribution function of the multivariate t distribution for arbitary limits, degrees of freedom and correlation matrices based on algorithms by Genz and Bretz. pmvnorm: Computes the distribution

Hi, Would you help me solve the following question? Thanks. Question: If I try to set the probability=0.05 and find the approximate x. (The answer should be somewhere between 2.1782 and 2.1783.) I write about this R program as follows but I don¡¦t know how to get the value of x which is between 2.1782 and 2.1783. library(mvtnorm) value<-array(1000) a<-array(1000)

Good point. Now this returns 0.04062184. Hmmm..... On Mon, Oct 2, 2017 at 6:30 PM, Hollie Johnson (PGR) < h.a.johnson at newcastle.ac.uk> wrote: > Hi Eric, > > > Thanks for having a look into this. I think you have a small typo... > > B <- matrix(x, nrow=3, byrow = TRUE) should read B <- matrix(y, nrow=3, > byrow = TRUE) > > > Regards, Hollie >

Currently doing some work on local maxima on a random field and have encountered an issue with the Miwa algorithm used with the pmvnorm function in the mvtnorm R package. Based on recommendations by Mi et al., we ran the mvtnorm package using the Miwa algorithm, since we have a maximum of 4 dimensions with non-singular matrices. However, running the estimation procedure in this way, we obtained

Hi, can anyone help me with the following code? Thanks! library(mvtnorm) f2 <- function(n, rho) { var <- matrix(c(1,rho,rho,1), nrow=2, ncol=2, byrow=T) beta <- seq(0, 1, length.out=n+1) alpha <- sort (sapply(1-beta, qnorm)) x <- array(0, dim=c(n, n)) for (s in 1:n) { for (t in 1:n){ if (s>=t) x[s,t] <- pmvnorm(lower=c(alpha[s],

Rather specialized. As this appears to be primarily a statistical, not an R programming question, you may do better posting on a statistical site like http://stats.stackexchange.com/ if you don't get a satisfactory reply here . Alternativey, if you think this is a package bug, perhaps contact the package maintainer directly, as (s)he may not monitor this list. -- Bert Bert Gunter

Hi there, pmvnorm(lo=c(-Inf,-Inf), up=c(Inf,Inf), mean=c(0,0) ) should give me "1", right? But it doens't - it giver me "0". Would someone help me, please? [[alternative HTML version deleted]]

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,

I am trying calculate a probability using numerical integration. The first program I ran spit out an answer in a very short time. The program is below: ## START PROGRAM trial <- function(input) { pmvnorm(lower = c(0,0), upper = c(2, 2), mean = input, sigma = matrix(c(.1, 0, 0, .1), nrow = 2, ncol = 2, byrow = FALSE)) } require(mvtnorm) require(adapt) bottomB <- -5*sqrt(.1) topB <-

Hi all, Can anyone tell me what the following error message means? " Error in mvt(lower = lower, upper = upper, df = 0, corr = corr, delta = mean, : NA/NaN/Inf in foreign function call (arg 6)" It was generated when I used the 'pmvnorm' function in the 'mvtnorm' package. Thanks a lot. Yonghai Li

Dear everyone, I am new in R and I've got difficulties in realizing the following tasks: -I have variables (factors) with different numbers of levels, either 1, 2 or 3. -I have a matrix containing these 204 factors and I have to correlate them by groups of 4 variables. -I have to delete the factors just having one level ( because when correlating one-level factors, the output is NA) here

hello, I'm trying to improve the speed of my calculation but didn't get to a satisfying result. It's about the numerical Integration of a bivariate normal distribution. The code I'm currently using x <- qnorm(seq(.Machine$double.xmin,c(1-2*.Machine$double.eps),by=0.01), mean=0,sd=1) rho <- 0.5 integral <- function(rho,x1){

Dear users, does any one have a code (S or R) to compute the binormal distribution (or the upper its quadrant area) other than the pmvnorm. Thanks -- Nabil Channouf etudiant en Ph.D. Bureau 3733 Departement d'Informatique et de Recherche Operationnelle (D.I.R.O.) Universite de Montreal, C.P. 6128, succ. Centre-Ville, Montreal, H3C 3J7 Tel.: (514) 343-6111, poste 1796 Fax.: (514) 343-5834

I'm trying to obtain numerical derivative of a probability computed with mvtnorm with respect to its parameters using grad() and jacobian() from NumDeriv. To simplify the matter, here is an example: PP1 <- function(p){ thetac <- p thetae <- 0.323340333 thetab <- -0.280970036 thetao <- 0.770768082 ssigma <- diag(4) ssigma[1,2] <- 0.229502120

Package mvtnorm provides dmvnorm, pmvnorm that can be used to compute Pr(X=x,Y=y) and Pr(X<x,Y<y) for a bivariate normal. Are there functions that would compute Pr(X<x,Y=y)? I'm currently using "integrate" with dmvnorm but it is too slow.