similar to: Question about checkTmvArgs function in rtmvnorm (package tmvtnorm)

Hello! I am trying to generate a sample from a truncated multivariate normal distribution using rtmvnorm. I am using Gibbs because my alpha (line below) is teeny-tiny ( 4.083475e-64 ) alpha = pmvnorm(lower=lower, upper=upper, mean=btilde, sigma=MyVarCovar). When I try my Gibbs run, it takes quite a long time (with 10,000 iterations and 5,000 iterations burn-in) ~ 22 sec. And then what I get is

Dear R users, the tmvtnorm package, the package for the truncated multivariate normal and Student-t distribution, has been updated on CRAN. The major changes in version 1.0-2 (2010-03-04) are: * The package now provides methods for the truncated multivariate Student-t distribution, i.e. random number generation, density function, distribution functions like rtmvt(), dtmvt() und ptmvt() and

Dear R users, the tmvtnorm package, the package for the truncated multivariate normal and Student-t distribution, has been updated on CRAN. The major changes in version 1.0-2 (2010-03-04) are: * The package now provides methods for the truncated multivariate Student-t distribution, i.e. random number generation, density function, distribution functions like rtmvt(), dtmvt() und ptmvt() and

When sampling from a multi-variate truncated normal using rtmvnorm from the tmvnorm-package, I experience extreme performance differences between two of my computers. On my laptop computer, draws take ~5s, on my desktop ~30s. I need to run MCMCs with repeat calls to rtmvnorm on my desktop. The code in both cases is exactly the same. rtmvnorm seems not to have any machine dependent defaults

Hi, dear all, I wish to get one sample (2500-d vector) from the truncated multivariate normal distribution, so I choose use the R function rtmvnorm() to do this. But the error information shows that for this function, the dimension should be lower than 1000, So could you help me to find out if there's any solution could do such sampling from a truncated multivariate normal distribution

(Sorry for the cross-post--- I wasn't sure which list is more appropriate...) Hi everyone, I've run into segfaults when using my randomForest package on large dataset (e.g., 100 x 15200) and large number of trees (e.g., ntree=7000 and mtry=3000). I'm wondering if anyone can give me some hints on where to look for the problem. The randomForest package mainly consists of two things:

(Sorry for the cross-post--- I wasn't sure which list is more appropriate...) Hi everyone, I've run into segfaults when using my randomForest package on large dataset (e.g., 100 x 15200) and large number of trees (e.g., ntree=7000 and mtry=3000). I'm wondering if anyone can give me some hints on where to look for the problem. The randomForest package mainly consists of two things:

I want to use the rtmvt from the {tmvtnorm} package using the "gibbs" algorithm but how to i specify the nested function rtmvnorm to use gibbs as well? Right now I am using the code: for (i in 1:g){ for (j in 1:n){ sgamma[,,i,j] = rtmvt(n=50, mean=mu[i,j], sigma[i,j], df=nu[i], lower=rep(0,2),algorithm="gibbs") } } heres an example of one iteration: >

Dear R-devel, Last week I got several responses to my question about debugging segfaults in my code (original post below). After I changed the S_alloc() calls to Calloc()/Free(), the symptom was gone, but I was told to keep looking. So I did: o Switched to Calloc/Free. Electric Fence did not find any problem. o Put assert(index < bound); assert(index >=0); everywhere in the C routine

The survival package, like many others, has several helper functions that are not declared in the namespace, since their only use is to be called by other "main" functions of the package.? This works well since the functions in the survival namespace can see them --- without ::: arguments --- and others don't. Until a situation I ran into this week, for which I solicit comments

I am sampling from the truncated multivariate student t distribution "rtmvt" in the package {tmvtnorm}. My question is about the mean vector. Is it possible to define a mean vector outside of the truncated region? Thank you in advance for any help. -- View this message in context: http://r.789695.n4.nabble.com/truncated-distributions-tp3422245p3422245.html Sent from the R help mailing

Hi folks, Anyway, I have a main development system which is P4 based (without EM64T) and a dozen diskless Athlon 64's. I'd like to be able to compile kernel's, etc for the Athlons in x86_64 bit mode. Any idea how to arrange this? I've recompiled the src.rpm for binutils (added a single line "CARGS=--enable-targets=x86_64-linux" to the specfile) and "as

Dear R users, the tmvtnorm package, the package for the truncated multivariate normal distribution, has been updated on CRAN. The major changes in version 0.8 are: * Reimplemented the Gibbs' sampler for random number generation in Fortran for performance reasons. This compiled code is now even faster than conventional rejection sampling and allows for the generation of large amounts of

Dear R users, the tmvtnorm package, the package for the truncated multivariate normal distribution, has been updated on CRAN. The major changes in version 0.8 are: * Reimplemented the Gibbs' sampler for random number generation in Fortran for performance reasons. This compiled code is now even faster than conventional rejection sampling and allows for the generation of large amounts of

Hi Community, I have a question about how to pass command line parameters to R script running in the batch mode. The problem is: there is a banch of data files which are to be processed by R script called from a web-server, i.e. in the batch mode. The web server generates data files and passes their names calling 'R CMD BATCH' one by one for every file. Now the question is how to

Hi I have the feeling, that the argument stringsAsFactors has no impact in the function expand.grid: a <- c("PR", "NC", "A2", "BS") b <- c(1, 0.5, 0.25, 0.125, 0.0625, 0.03125) class(expand.grid(css, fscs, stringsAsFactors=FALSE)[[1]]) [1] "factor" class(expand.grid(css, fscs, stringsAsFactors=TRUE)[[1]]) [1] "factor" Also, when

Hello! I wrote a function that returns a data frame. Nowhere in the function do I say print(my.data.frame), but when I run the function - the data frame is printed on the console. Is there any way to suppress it? Thank you! -- Dimitri Liakhovitski Ninah Consulting www.ninah.com

Hello! I am wondering if it's possible to run - in sequence - code that is stored in several R scripts. For example: Script in the file "code1.r" contains the code: a = 3; b = 5; c = a + b Script in the file "code2.r" contains the code: d = 10; e = d - c Script in the file "code3.r" contains the code: result=e/a I understand that I could write those 3 scripts

Hello! s<-"start"; e<-"end" middle<-as.character(c(1,2,3)) I would like to get the following result: "start 123 end" or "start 1 2 3 end" or "start 1,2,3 end" How can I avoide this (undesired) result: paste(s,middle,e,sep=" ") Thank you! -- Dimitri Liakhovitski Ninah Consulting www.ninah.com

Dear R-ers! I have x as a variable in a data frame x. x<-data.frame(x=c("aa.bb","cc.dd.ee")) x$x<-as.character(x$x) x I am sorry for such a simple question - but how can I replace all periods in x$x with spaces? sub('.', ' ', x$x) - removes all letters to the left of each period... Thanks a lot for your advice! -- Dimitri Liakhovitski Ninah.com