similar to: R question

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

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],

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

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

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

Dear list members I need a function that calculates the bivariate normal distribution for each observation. It is part of a likelihood function and I have 1000's of cases. As I understand it I cannot use packages like "mvtnorm" because it requres a covariance matrix of the same dimension as the number of observations. Basically what I need is a function that takes as arguments a

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 >

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

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 <-

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.

I feel like a complete dolt, as I know this question has been asked by others on a fairly regular basis, but I'm going in circles trying to get the following to work: id.prob<-function (tt) { library(mvtnorm) #============================ Makeham<-function(tt) { a2=0.030386513 a3=0.006688287 b3=0.039047537 t<-tt-20 h.t<-a2+a3*exp(b3*t) S.t<-exp(-a2*t+a3/b3*(1-exp(b3*t)))

Dear R Users I am maximizing a user defined log likelihood function. It includes variance parameter (sigma). I used R function optim with BFGS maximization method. However, it stops before the solution saying ?sqrt(sigma): NaNs produced? Could anybody know a proper transformation for sigma which can be passed in the function? For the correlation parameter I used Fishers? transformation so it

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){

Hi. Does anyone know whether the following error is a result of a bug or a feature? I can eliminate the error by making ML=F, but I would like to see the values of the cut-points and their variance. tmp.vec<-c(0, 0, 0 , 0 ,0 , 1, 0, 2, 0 , 0, 5 ,5 ,3 ,1, 0 , 1, 5, 10, 27, 20, 9, 0, 1, 1, 12, 29, 57, 34, 0, 0, 1, 2, 11, 31, 32) tmp.mat<-matrix(tmp.vec, nrow=7)

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]]

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, I try to compute critical value for multivariate normal distribution, and I find the crit(fit, const = c(0, 1), d = 1, cov = 0.95, rdf = 0) which seems to compute critical value. However, I can't compute right critical value for multivariate normal distribution which I want. I don't know how to solve my question. I send my question in the file. Would you help me to solve it, please?

I'm trying to implement a recursive function using integrate, and I suspect I need a Vectorize somewhere, but I can't suss it out. Any help would be appreciated. I've tried traceback() and various debugging ideas to no avail (most likely due to my inexperience with these tools.) Here's what I have. Nk <- function(m, C) { if (length(m) > 1) { rho <- C[1, -1]

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,