similar to: pmvnorm

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 all, The MASS library provides a mvrnorm function to generate random numbers from a multivariate normal distribution, similar to S-Plus's rmvnorm, but is there an R-equivalent to pmvnorm, which generates probabilities from a multivariate normal? With thanks, John Field -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

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)

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

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

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

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, 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 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.

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

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

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]

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)))

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

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 ________________________________ From: R-help <r-help-bounces at r-project.org> on behalf of Eric Berger <ericjberger at gmail.com> Sent: 02 October 2017 16:16:13 To: Bert Gunter Cc: r-help at

hi, I like to find a pattern within a giver sequence. There might be multiple occurences of the pattern. I like to know the number of occurences and the positions if possible. "grep" can tell me if a pattern exists but can't give me the information I need. Does anyone know any function that I can use or know how to do what I intend?. Thanks a lot. Sean

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,