similar to: Density of the Multivariate T Distribution

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.

Hi, This is not a HW problem, sadly: I was last in a classroom 30 years ago, and can no longer run off to the instructor :-( I apologize but I cut and paste the wrong snippet earlier and made a typo in doing so, but the result is the same with the more appropriate snippet. require(mvtnorm) require(ggplot2) set.seed(1234) xx <- data.frame(rmvt(100, df = c(13, 13))) v <- ggplot(data = xx,

library(mvtnorm) # you were misusing "require"... only use require if you plan to library(ggplot2) # test the return value and fail gracefully when the package is missing set.seed( 1234 ) xx <- data.frame( rmvt( 100, df = c( 13, 13 ) ) ) xx2 <- expand.grid( X1 = seq( -5, 5, 0.1 ) # all combinations... could be used to fill a matrix , X2 = seq( -5, 5, 0.1 )

Hello Ulrik, I apologize, but I can not see how to provide a pdf in place of the density function which calculates a KDE (that is, something from the dataset in the example). Can you please point to the specific example that might help? Here is what I get: require(mvtnorm) require(ggplot2) set.seed(1234) xx <- data.frame(rmvt(100, df = c(13, 13))) v <- ggplot(faithfuld, aes(waiting,

Note: I have posted this on SO also but while the question has been upvoted, there has been no answer yet. https://stackoverflow.com/questions/46622243/ggplot-plot-2d-probability-density-function-on-top-of-points-on-ggplot Apologies for those who have seen it there also but I thought that this list of experts may have someone who knows the answer. I have the following example code:

Can someone please point me to an example with geom_contour() that uses a function? The help does not have an example of a function, and also I did not find anything from online searches. TIA, BFD ----------------------------------------------------------------------------------------------- How about geom_contour()? Am So., 8. Okt. 2017, 20:52 schrieb Ranjan Maitra <maitra at

Hallo, I would like to add the marginal distributions along the X and the Y axis to a scatter plot. Can anybody help me, please? Thank you, Paolo -- Paolo Bulla Istituto di Metodi Quantitativi Universit?? "L. Bocconi" viale Isonzo 25 20136 Milano paolo.bulla at unibocconi.it

Hello anyone, I'm trying to install R on Mandriva 2006 distribution via rpm file with the line urpmi R-2.0.0-1mdk.i586.rpm but I got an error message saying that the file is not accessible due to some info problem. I also tried with a source code in R-2.1.1.tar but I think that there is some problem concerning the new version of gcc (4.x), so I downgraded it to gcc 3.4.5 but it does

> On Oct 9, 2017, at 6:03 AM, Big Floppy Dog <bigfloppydog at gmail.com> wrote: > > Hello Ulrik, > > I apologize, but I can not see how to provide a pdf in place of the density > function which calculates a KDE (that is, something from the dataset in the > example). Can you please point to the specific example that might help? > > Here is what I get: > >

Hi BFD, ?geom_contour() *does* have helpful examples. Your Google-foo is weak: Searching for geom_contour brought me: http://ggplot2.tidyverse.org/reference/geom_contour.html as the first result. HTH Ulrik On Mon, 9 Oct 2017 at 08:04 Big Floppy Dog <bigfloppydog at gmail.com> wrote: > Can someone please point me to an example with geom_contour() that uses a > function? The help

Hi, I am no expert on ggplot2 and I do not know the answer to your question. I looked around a bit but could not find an answer right away. But one possibility could be, if a direct approach is not possible, to draw ellipses corresponding to the confidence regions of the multivariate t density and use geom_polygon to draw this successively? I will wait for a couple of days to see if there is a

Dear R community, I was trying to estimate density at point zero of a multivariate distribution (9 dimensions) and for this I was using a multinormal approximation and the function dmvnorm , gtools package. To have a sense of the error I tried to look the mismatch between a unidimensional version of my distribution and estimate density at point zero with function density, dmvnorm and dnorm. At

I am experiencing strange results using dmvnorm. I define a scaled distance matrix from the coordinates bellow and then calculate a covariance matrix using a spherical correlation function. Then with certain combinations of range and sill parameters dmvnorm is returning values greater than 1. Surely the results of dmvnorm should be in the interval 0:1 (or do I just nead a holiday?). In addition

Summary: + I am writing an R extension that needs to call dmvnorm more than 10,000 times during a model fitting computation. + My extension uses openmp for parallel execution. + As of R 3.0, it is no longer permitted for threads to call the R interpreter because there is a stack overflow check that always trips because the thread's stack is different from what R is expecting. +

I have the following function, a MSE calc based on some Multivariate normals: MV.MSE<-function(n,EP,X,S){ (dmvnorm(X,mean=rep(0,2),I+S+EP)-dmvnorm(X,mean=rep(0,2),I+S))^2 + 1/n*(dmvnorm(X,mean=rep(0,2),1+S+EP/2)*det(4*pi*EP)^-.5- (dmvnorm(X,mean=rep(0,2),I+S+EP ))^2)} I can get the MV.MSE for given values of the function e.g

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

Apologies for the empty post that went to the list... On ??????, ???????????????????? 28, 2005 9:11, Paolo Bulla wrote: > Hello anyone, > I'm trying to install R on Mandriva 2006 distribution via rpm file with the > line > urpmi R-2.0.0-1mdk.i586.rpm ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ This is an older rpm that Michele Alzeta contributed for Mandrake 10.0 (and that was a long time

Hello, everyone, I have a question about integration of product of two densities. Here is the sample code; however the mean of first density is a function of another random variable, which is to be integrated. ## f=function(x) {dmvnorm(c(0.6, 0.8), mean=c(0.75, 0.75/x))*dnorm(x, mean=0.6, sd=0.15)} integrate(f, lower=-Inf, upper=Inf) ## error message Error in dmvnorm(c(0.6, 0.8), mean = c(0.75,

I am using curve3d in the emdbook package to graph a gaussian copula density function generated via the copula package. Unfortunately, it appears that emdbook masks dmvnorm from the package mvtnorm in a way that prohibits copula from generating the gaussian copula. (Sounds very confusing!) For example, > library(copula) > f<-function(x,y) dcopula(normalCopula(0),c(x,y)) >

sorry for cross-posting Dear all, I have tow (several) bivariate distributions with a known mean and variance-covariance structure (hence a known density function) that I would like to compare in order to get an intersect that tells me something about "how different" these distributions are (as t-statistics for univariate distributions). In order to visualize what I mean hear a little