similar to: mvtnorm problems

Displaying 20 results from an estimated 7000 matches similar to: "mvtnorm problems"

2007 Sep 21
1
problem with 'integrate'
Hello - I am having a problem with the function 'integrate'. I am running R on OSX (R 2.5.1). I am trying to suppress the error message when 'integrate' attempts to integrate across a parameter set giving a non-finite function value. I'm using it in a MCMC / simulated annealing algorithm, and it is entirely possible that some parameter sets will give non-
2004 Jul 06
2
lme: extract variance estimate
For a Monte Carlo study I need to extract from an lme model the estimated standard deviation of a random effect and store it in a vector. If I do a print() or summary() on the model, the number I need is displayed in the Console [it's the 0.1590195 in the output below] >print(fit) >Linear mixed-effects model fit by maximum likelihood > Data: datag2 > Log-likelihood:
2004 Apr 14
3
mvtnorm problems (II)
Thanks a lot for your help! Obviously I've tried to load it before by using the install.packages function but it didn't work. This is what I got > install.packages("mvtnorm") trying URL `http://cran.r-project.org/bin/windows/contrib/1.7/PACKAGES' Content type `text/plain; charset=iso-8859-1' length 12485 bytes opened URL downloaded 12Kb Warning message: No package
2000 Nov 14
1
mvtnorm
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
2000 Nov 14
1
mvtnorm
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
2002 Jul 09
1
RE: mvtnorm package installation failure
Hi, Thank you for the tip. I tried to re-intall R from Debian "stable", in which R's version is 1.4.0. And the installation of "mvtnorm" works. I then re-installed R yet again from Debian "unstable" (woody), in which R's version is 1.5.1. The installation of "mvtnorm" fails again with the same error message. Another package that failed with the
2005 Sep 30
1
mvtnorm package
Hi all, I've been trying to install the "mvtnorm" package (in a Linux R version) without sucess. I write install.packages("mvtnorm",lib="/home/posmae/cnaber",repos="http://cran.uk.r-project.org/") and the following message arises ================================================== downloaded 160Kb * Installing *source* package 'mvtnorm'
2003 Apr 07
2
problem with mvtnorm installation
Hi all, I tried to install the mvtnorm library on linux (mandrake version) and i obtained the following result : /usr/bin/ld: cannot find -lreadline collect2: ld returned 1 exit status make: *** [mvtnorm.so] Erreur 1 ERROR: compilation failed for package 'mvtnorm' Could you help me ? Best regards, Olivier
2011 May 01
2
Question on where samples are grouped in rmvnorm{mvtnorm}
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
2009 Nov 20
2
Problem with Numerical derivatives (numDeriv) and mvtnorm
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
2004 Apr 28
2
Matrix efficiency in 1.9.0 vs 1.8.1
I'm seeking some advice on effectively using the new Matrix library in R1.9.0 for operations with large dense matrices. I'm working on integral operator models (implemented numerically via matrix operations) and except for the way entries are generated, the examples below really are representative of my problem sizes. My main concern is speed of large dense matrix multiplication. In R
2012 Mar 19
2
hypergeometric function in ‘ mvtnorm’
Is there any way to know how the "dmvt" function computes the hypergeometric function needed in the calculation for the density of multivariate t distribution? -- View this message in context: http://r.789695.n4.nabble.com/hypergeometric-function-in-mvtnorm-tp4483730p4483730.html Sent from the R help mailing list archive at Nabble.com.
2009 Mar 25
1
mvtnorm package
Dear all, I would like to ask information about the package mvtnorm in R. It is very useful for me the "qmvnorm" comand, but I see that it can compute only quantile for equicoordinate. Is it possible to have a curve (or a set of values) if we don't want equicoordinates? Thank you Best regards Antonio. -- Antonio Lucadamo, Dipartimento di Scienze Economiche e Metodi Quantitativi
2017 Oct 02
5
Issues with 'Miwa' algorithm in mvtnorm package
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
2006 Dec 05
1
dynamic variable creation in lists and data frames
Hi I have a question about the creation of variables within lists in R. I am running simulations and am interested in two parameters, ESM and ESMM (the similarity of these names is important for my question). I do simulations to generate ESMM, then plug these values into a second simulation function to get ESM: x <- list() for (i in 1:nsimulations) { x$ESMM[i] <- do_simulation1()
2017 Oct 02
0
Issues with 'Miwa' algorithm in mvtnorm package
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
2017 Oct 02
0
Issues with 'Miwa' algorithm in mvtnorm package
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 >
2006 Jun 13
2
Building R package: make pdf & _masked_by_GlobalEnv
Hi.... I am assembling an R package (under Windows XP, R v.2.3) and have a very basic question. Running R CMD build does not generate a pdf. R CMD check generates a .dvi, but I cannot figure out how to automatically create the pdf. I thought from reading the "writing r extensions' manual that R CMD build was supposed to generate the pdf. I am having no success using various
2006 Jun 07
3
Building packages in R - 'private' functions
Hello. I am creating an R package that I'd like to submit to CRAN (OS Windows XP). How do I distinguish among 'public' functions, e.g., those that are intended to be called by users of the package and for which I am providing documentation & examples, and 'private' functions, which are used internally by the 'public' functions, but for which I do not wish to
2006 Feb 15
1
using kernel density estimates to infer mode of distribution
Hello... Is it possible to use "density" or another kernel density estimator to identify the mode of a distribution? When I use 'density', the resulting density plot of my data is much cleaner than the original noisy histogram, and I can clearly see the signal that I am interested in. E.g., suppose my data is actually drawn from two or more normal (or other)