Displaying 20 results from an estimated 10000 matches similar to: "multivariate integration and partial differentiation"
2008 Sep 18
3
Oja median
Hi,
Can we get the code for calculating Oja median for multivariate data
Thanks and Regards
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
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2006 Oct 08
2
Generating bivariate or multivariate data with known parameter values
Greetings,
I'm interested in generating data from various bivariate or
mulitivariate distributions (e.g. gamma, t, etc), where I can specify
the parameter values, including the correlations among the variables. I
haven't been able to dig anything up on the faq, but I probably missed
something. A nudge in the right direction would be appreciated.
David
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2008 Aug 08
3
Multivariate regression with constraints
Hi all,
I am running a bivariate regression with the following:
p1=c(184,155,676,67,922,22,76,24,39)
p2=c(1845,1483,2287,367,1693,488,435,1782,745)
I1=c(1530,1505,2505,204,2285,269,1271,298,2023)
I2=c(8238,6247,6150,2748,4361,5549,2657,3533,5415)
R1=I1-p1
R2=I2-p2
x1=cbind(p1,R1)
y1=cbind(p2,R2)
fit1=lm(y1~-1+x1)
summary(fit1)
Response 2:
Coefficients:
Estimate Std. Error t value
2011 Mar 03
2
Multivariate Granger Causality Tests
Dear Community,
For my masters thesis I need to perform a multivariate granger causality
test. I have found a code for bivariate testing on this page
(http://www.econ.uiuc.edu/~econ472/granger.R.txt), which I think would not
be useful for the multivariate case. Does anybody know a code for a
multivariate granger causality test. Thank you in advance.
Best Regards
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2002 Oct 02
4
T-Distribution
Dear sir,
I would ask if there are in R some code to generate a random sample
from a mvariate student distribution like that one wich generate the
multivariate normal one i mean( rmvnorm(n, mu, sigma)
Second question : if R can plot density 3Dcurve I don't mean de
histogram but de hole density function(normal for example).
I use a windows version of The R software
Thank you in advance
wiyh
2007 Apr 02
2
Multivariate GARCH model in R
Hi R users,
Heard that I can't use multivariate GARCH model in R because
R has only univariate GARCH models.... So, how can I run a multivariate
GARCH model in R?
Also, SPLUS has this utility...any ideas how can I use it in R?
Thanks
Shubha
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2006 May 11
2
Maximum likelihood estimate of bivariate vonmises-weibull distribution
Hi,
I'm dealing with wind data and I'd like to model their distribution in
order to simulate data to fill-in missing values. Wind direction are
typically following a vonmises distribution and wind speeds follow a
weibull distribution. I'd like to build a joint distribution of
directions and speeds as a VonMises-Weibull bivariate distribution.
First is this a stupid question? I'm
2010 Mar 09
2
ctree - party package multivariate response variables
Hi,
I have a problem with ctree of party package.
I have data on distribution of more than one species (about 50 species) and I
would like identify the relation of this multivariate object (species
distribution) with a number of explanatory variables.
rs is the name of my dataframe containing the species (columns from 2 to 51) and
the explanatory variables (columns 52 and 53). Rows are my
2009 May 21
1
em algorithm mixture of multivariate normals
Hi,
I would like to know if it is possible to have a "R code" to estimate the
parameters of a mixture of bivariate (or multivariate) normals via EM
Algorithm. I tried to write it, but in the estimation of the matrix of
variance and covariance, i have some problems. I generate two bidimensional
vectors both from different distribution with their own vector means and
variance and
2004 Oct 17
3
how to draw a multivariate function
Hi, Rusers:
Thanks for answering my last questions. I am frustrated in plotting a trinomial pmf function
f(x,y | n, pa, pb) = factorial(n)/ (factorial(x) * factorial(y) * factorial (n-x-y))* pa^x * pb^y * ((1-pa-pb)^(n-x-y))
obviously it is a bivariate function of x and y. But I have put a lot of time on this.
**********************************
x <- seq(0, n, len = n/2+1) # for now I set
2006 May 12
3
Maximum likelihood estimate of bivariate vonmises-weibulldistribution
Thanks Dimitris!!! That's much clearer now. Still have a lot of work to
do this weekend to understand every bit but your code will prove very
useful.
Cheers,
Aziz
-----Original Message-----
From: Dimitrios Rizopoulos [mailto:Dimitris.Rizopoulos at med.kuleuven.be]
Sent: May 12, 2006 4:35 PM
To: Chaouch, Aziz
Subject: RE: [R] Maximum likelihood estimate of bivariate
2010 Dec 08
3
Confidence Intervals for Odds Ratios in multivariate logistic regression
Hi all,
I am trying to fit a logistic regression for a bivariate response using five
independent variables in a stepwise procedure. My outputs look okay but does
any one know (or is there any literature on) how the confidence intervals
are calculated for the reported odds ratios..?
Thanks!
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2011 Nov 11
3
multivariate modeling codes
HI,
I am relatively new to R and would appreciate some help or directions for
this.
I am trying to model 3 longitudinal outcomes jointly and to identify some
predictors for these 3 joint outcomes (all continuous). I am trying to find
some codes that I may modify to do this but cannot seem to find anything.
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2007 Sep 10
1
partial correlation function for multivariate time series
Dear all,
I found the following behaviour with pacf() in the multivariate case,
set.seed(10)
x <- rnorm(1000,sd=10000)
y <- rnorm(1000,sd=1)
pacf(ts(cbind(x,y)),plot=FALSE,lag.max=10)
Partial autocorrelations of series 'cbind(x, y)', by lag
, , x
x y
0.047 ( 1) 0.000 ( -1)
0.011 ( 2) 0.000 ( -2)
0.005 ( 3) 0.000 ( -3)
0.013 ( 4)
2010 Feb 10
3
Sampling from Bivariate Uniform Distribution
Hello all!!!
1) I am wondering is there a way to generate random numbers in R for Bivariate Uniform distribution?
2) Does R haveĀ built-in function for generating random numbers for any given bivariate distribution.
Any help would be greatly appreciated !!
Good day!
Haneef Anver
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2003 Sep 30
2
truncated multivariate normal
Please,
I would like to know how to generate a truncated multivariate normal
distribution k - dimensional, X ~ NT(mu, Sigma), where the
elements of X to be non-negative (except the first), and the first
dimension is strictly larger than zero.
Example:
X ~ NT_2(mu, Sigma),
where mu=c(0.5, 0.5) and Sigma=c([120, 191], [191,154]), with X_1>0
and X_2>=0
Could anybody help
2010 Feb 23
1
function on all pairs of vector entries
Hello all,
Is there a way in R to compute the multivariate normal density of every pair of entries in a vector efficiently instead of using for loop?
For example
Suppose I have a vector a=c(v_1,...,v_p)=c(0.5343909, -0.7784353, -0.0568370, 1.8772838, -1.3183407, 0.8227418,...)
I want to compute density(v_i, v_j) for every pair of entries (i,j) (i!=j) in a. The joint bivariate distribution
2009 Jun 22
1
The gradient of a multivariate normal density with respect to its parameters
Does anybody know of a function that implements the derivative (gradient) of
the multivariate normal density with respect to the *parameters*?
It?s easy enough to implement myself, but I?d like to avoid reinventing the
wheel (with some bugs) if possible. Here?s a simple example of the result
I?d like, using numerical differentiation:
library(mvtnorm)
library(numDeriv)
f=function(pars, xx, yy)
2012 May 25
1
Rolling Sample VAR
hi guys,
I am using trivariate VAR model to get 10 step ahead orthogonalized impulse
response functions. I want to use rolling sample analysis on the
coefficients of the irf but I have no idea how to do that. I looked through
the forums but I can't seem to find any solutions.
Any suggestions would be helpful.
B
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2006 Jul 01
5
generate bi-variate normal data
Dear all,
I would like to generate bi-variate normal data given that the first column
of the data is known. for example:
I first generate a set of data using the command,
x <- rmvnorm(10, c(0, 0), matrix(c(1, 0, 0, 1), 2))
then I would like to sum up the two columns of x:
x.sum <- apply(x, 1, sum)
now with x.sum I would like to generate another column of data, say y, that
makes