similar to: Regarding Bivariate normal distribution.

Ein eingebundener Text mit undefiniertem Zeichensatz wurde abgetrennt. Name: nicht verf?gbar URL: https://stat.ethz.ch/pipermail/r-help/attachments/20070510/b26482f4/attachment.pl

Hi, I need to build ROC curve in R, can you please provide data steps / code or guide me through it. Thanks and Regards Rithesh M Mohan [[alternative HTML version deleted]]

hi, first I want to say that I'm new here, and new with copula and R. That is the reason why I'm writing, if somebody can help me. I have to make an example of Copula. On internet I've found this forum and that copula can calculate with R. Can somebody help me with the thing how can I start and where can read about these stuffs. Thank to all who can help! -- View this message

Hi, I have a simple beginner's question on removing a list of objects. Say I have objects C243.Daily1, C243.Daily2...C243.Daily5 in my workspace. I'd like to remove these without using rm five times. So I write. > a <- list(paste("C243.Daily",sep="",1:5)) > rm(a) Obviously this wouldn't work, as it would only remove the object a. But is there any way

Hi, Given a date, how do I get the last date of that month? I have data in the form YYYYMM, that I've read as a date using > x$Date <- as.Date(ISOdate(substr(x$YearEnd,1,4),substr(x$YearEnd,5,6),1)) But this gives the first day of the month. To get the last day of the month, I tried > as.Date(as.yearmon(x$Date,frac=0)) But I don't get the last day of the month here. (Tried

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

Hi, Apologies for the long mail. I have a data.frame with columns of price/mcap data for a portfolio of stocks, and the date. To get the total value of the portfolio on a daily basis, I calculate rowSums of the data.frame. > set.seed(1) > ab <- matrix(round(runif(100)*100),nrow=20,ncol=5) > ab[1:5,4:5] <- NA > ab[6:10,5] <- NA > ac <- as.data.frame(ifelse(ab <=

Hi, I woul like to know if it is possible to have a "R code" to generate EM Algorithm for a normal bivariate mixture. Best regard, S.F.

Hello, I'm quite new with R and so I would like to know if there is a command to calculate an integral. In particular I simulated a bivariate normal distribution using these simple lines: rbivnorm <- function(n, # sample size mux, # expected value of x muy, # expected value of Y sigmax, # standard deviation of

Dear list I have a vector of values that allegedly have a bivariate normal distribution. I want to create a plot that shows the values I have obtained, and the bivariate normal distribution curve for the data. Is there a way of doing this in R? Many thanks for your help, Sarah. --------------------------------- [[alternative HTML version deleted]]

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.

Hi, there. Does anyone know the R function for calculating the cdf of bivariate normal distribution function? Thanks. Yulei [[alternative HTML version deleted]]

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){

R-Help I am attempting to create a series of bivariate normal distributions. So using the mvtnorm library I have created the following code ... # Standard deviations and correlation sig_x <- 1 sig_y <- 1 rho_xy <- 0.0 # Covariance between X and Y sig_xy <- rho_xy * sig_x *sig_y # Covariance matrix Sigma_xy <- matrix(c(sig_x ^ 2, sig_xy, sig_xy, sig_y ^ 2), nrow = 2, ncol = 2)

Suppose F(x, y; rho) is the cdf of a bivariate normal distribution, with standardized marginals and correlation parameter rho. For any fixed x and y, I wonder if F(x, y; rho) is a monotone increasing function of rho, i.e., there is a 1 to 1 map from rho to F(x, y; rho). I explored it using the function pmvnorm in package mvtnorm with different x and y. The plot suggests the statement may be true.

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

Dear R-List: I`m trying to calculate the probabilities for a bivariate normal distribution while using the mvtnorm-package(dmvnorm) and the adapt-package for multidimensional integration. The problem is that I can`t specify the upper bound in the adapt-package the way I need it because I don`t need a rectangular area. I want to calculate the probability starting at the origin under the line y=x.

Hello everyone, I need to fit a bivariate normal regression model to a dataset where the same covariate (say, X) influences two separate but correlated responses (say, Y1 and Y2). So, the bivariate model would look like : Y1 = a1 + b1*X + e1 Y2 = a2 + b2*X + e2 where e1 and e2 are error terms which can be correlated. Is there any package in R which can help me fit this model ? Any help will be

-- R Help List -- I am looking for a bivariate normal cdf routine in R. I have some fortran routines for this, which appear to be based on 15-point quadrature. Any guidance/suggestions on making these in loadable R-functions would be appreciated. Thanks, Dan =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Daniel A. Powers, Ph.D. Department of Sociology University of Texas at Austin

Suppose I know the value of cumulative bivariate standard normal distribution. How can I solve correlation between variables? Pekka --------------------------------- [[alternative HTML version deleted]]