similar to: from a normal bivariate distribution to the marginal one

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

Hi all, I am trying to use mle() to find a self-defined function. Here is my function: test <- function(a=0.1, b=0.1, c=0.001, e=0.2){ # omega is the known covariance matrix, Y is the response vector, X is the explanatory matrix odet = unlist(determinant(omega))[1] # do cholesky decomposition C = chol(omega) # transform data U = t(C)%*%Y WW=t(C)%*%X beta = lm(U~W)$coef Z=Y-X%*%beta

I am experiencing some odd behavior with the .Call interface, and I am hoping someone out there can help me with it. Below is a simple example (in that there are R packages that do exactly what I want), but this code illustrates the problem. Thanks in advance for any help you can provide. Suppose I want to compute the log density of a multivariate normal distribution using C code and the gsl

Hi guys, I have a code in R and it was work well but when I decrease the epsilon value (indicated in the code) , then I am getting this error Error: evaluation nested too deeply: infinite recursion / options(expressions=)? any help please y = 6.8; w = 7.4; z = 5.7; muy = 7; muw = 7; muz = 6; sigmay = 0.8; sigmaz = 0.76; sigmaw = 0.3; betayx = 0.03; betayz = 0.3; betayw = 0.67 s =

Can anybody tell me if there is an R implementation of the Fligner-Policello robust rank test? Thanks, Elisabetta

Hello I'm a population ecologist and use R for all my stats and modelling. Recently I have been using R to numerically solve integral projection models. This involves constructing several large matrices. The current code by Easterling (Size-specific sensitivity: Applying a new structured population model. Ecology, 2000, 81, 694-708) uses nested loops to construct the matrices. To speed up the

Hi, Does anyone know if the D'agostino test is available with R ? Alex

how can I eliminate the influence of the festivities in a time series with daily data?I tried to remove them and replace their value with a value of interpolation using na.approx (). There is an alternative method? -- View this message in context: http://www.nabble.com/holidays-effect-tp21830785p21830785.html Sent from the R help mailing list archive at Nabble.com.

I've got a big problem with my PDC (Mandrake 8.2 with samba 2.2.5): when I try to join the domain from a W2KPRO (sp3) workstation the procedure goes on well until it require to create a local account for a Domain user ... the system let me browse all the user account on the domain controller but when I try to add it reports this error: "The trust relationship between this workstation and

Sorry but I've posted an incomplete message before that: I've got a big problem with my PDC (Mandrake 8.2 with samba 2.2.5): when I try to join the domain from a W2KPRO (sp3) workstation the procedure goes on well until it require to create a local account for a Domain user ... the system let me browse all the user account on the domain controller but when I try to add it reports this

Hi R users, I have a couple of questions about some problems that I am facing with regard to numerical integration and optimization of likelihood functions. Let me provide a little background information: I am trying to do maximum likelihood estimation of an econometric model that I have developed recently. I estimate the parameters of the model using the monthly US unemployment rate series

CAC 2014 Call for Papers ------------------------- 11th International Conference on Autonomic Computing June 18-20, 2014 Philadelphia, PA Co-held with the 2015 USENIX Federated Conferences Week (June 17-20, 2014) Sponsored by USENIX, the Advanced Computing Systems Association https://www.usenix.org/conference/icac14 (CFP: https://www.usenix.org/conference/icac14/call-for-papers) * Important

CAC 2014 Call for Papers ------------------------- 11th International Conference on Autonomic Computing June 18-20, 2014 Philadelphia, PA Co-held with the 2015 USENIX Federated Conferences Week (June 17-20, 2014) Sponsored by USENIX, the Advanced Computing Systems Association https://www.usenix.org/conference/icac14 (CFP: https://www.usenix.org/conference/icac14/call-for-papers) * Important

ICAC 2014 Call for Papers ------------------------- 11th International Conference on Autonomic Computing June 18-20, 2014 Philadelphia, PA Co-held with the 2015 USENIX Federated Conferences Week (June 17-20, 2014) Sponsored by USENIX, the Advanced Computing Systems Association https://www.usenix.org/conference/icac14 (CFP: https://www.usenix.org/conference/icac14/call-for-papers) * Important

ICAC 2014 Call for Papers ------------------------- 11th International Conference on Autonomic Computing June 18-20, 2014 Philadelphia, PA Co-held with the 2015 USENIX Federated Conferences Week (June 17-20, 2014) Sponsored by USENIX, the Advanced Computing Systems Association https://www.usenix.org/conference/icac14 (CFP: https://www.usenix.org/conference/icac14/call-for-papers) * Important

ICAC 2014 Call for Papers ------------------------- 11th International Conference on Autonomic Computing June 18-20, 2014 Philadelphia, PA Co-held with the 2015 USENIX Federated Conferences Week (June 17-20, 2014) Sponsored by USENIX, the Advanced Computing Systems Association https://www.usenix.org/conference/icac14 (CFP: https://www.usenix.org/conference/icac14/call-for-papers) * Important

ICAC 2014 Call for Papers ------------------------- 11th International Conference on Autonomic Computing June 18-20, 2014 Philadelphia, PA Co-held with the 2015 USENIX Federated Conferences Week (June 17-20, 2014) Sponsored by USENIX, the Advanced Computing Systems Association https://www.usenix.org/conference/icac14 (CFP: https://www.usenix.org/conference/icac14/call-for-papers) * Important

Hi, I'm trying to write a simple function like case1 <- function (m, cov, Q, R) { theta <- (acos(R/sqrt(Q^3))) beta <- (-2)*sqrt(Q)*cos(theta/3)+m[1]/3 rho1 <- (-2)*sqrt(Q)*cos((theta+2*pi)/3)+m[1]/3 rho2 <- (-2)*sqrt(Q)*cos((theta-2*pi)/3)+m[1]/3 stderrb <- deltamethod( ~(-2)*sqrt(Q)*cos(theta/3)+x1/3,m,cov) stderrr1 <- deltamethod(

I am looking for examples of code that demonstrates the fine tuning of the strip panels in lattice graphics and uses plotmath characters. The code for the graphic is as follows: xyplot(lagy ~ n | rho1 * rho2, data= data, layout=c(2,6), span = 1, xlab = "Sample Size", ylab = "Bias in the Coefficient for the Lag of X", type = "o") rho1 is a four level factor

I have gone over the examples and can't figure this out: rho<-.77 text(x=.05,y=.5,paste(expression(rho),rho)) I was hoping to get this to print a Greek rho with 0.77 beside it. Instead I get: rho 0.77 (i.e. Roman lettering) The help on expression() is quite opaque so I don't understand how it works. Thanks for any help. Bill Simpson