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Dear all, I need to do some calculation where the code used are below. I get error message when I choose k to be large, say greater than 25. The error message is "Error in integrate(temp, lower = 0, upper = 1, k, x, rho, m) : the integral is probably divergent". Can anyone give some help on resolving this. Thanks. Hannah m <- 100 alpha <- 0.05 rho <- 0.1 F0

Dear all, I have the following problem with the uniroot function. I want to find roots for the fucntion "Fp2" which is defined as below. Fz <- function(z){0.8*pnorm(z)+p1*pnorm(z-u1)+(0.2-p1)*pnorm(z-u2)} Fp <- function(t){(1-Fz(abs(qnorm(1-(t/2)))))+(Fz(-abs(qnorm(1-(t/2)))))} Fp2 <- function(t) {Fp(t)-0.8*t/alpha} th <- uniroot(Fp2, lower =0, upper =1,

Hi all, I have the following two function f1 and f2. f1 <- function(lambda,z,p1){ lambda*(p1*exp(-3*z-9/2)+(0.2-p1)*exp(4*z-8))-(1-lambda)*0.8} f2 <- function(p1,cl, cu){ 0.8*(pnorm(cl)+(1-pnorm(cu)))/(0.8*(pnorm(cl)+(1-pnorm(cu)))+p1*(pnorm(cl+3)+(1-pnorm(cu+3)))+(0.2-p1)*(pnorm(cl-4)+(1-pnorm(cu-4))))}-0.05 First fix p1 to be 0.15. (i) choose a lambda value, say lamda=0.6, (ii)

Hello, I have a bigger problem in calculating the Maximum Likelihood Estimator regarding the degree of freedom of a multivariate skew-t copula. First of all I would like to describe what this is all about, so that you can understand my problem: I have 2 time series with more than 3000 entries each. I would like to calculate a multivariate skew-t Copula that fits this time series. Notice:

Hello, I have a problem finding a root of a function, which I define like this: tuki <- function(u, x, a, lambda){ if((lambda%%1>0) & u<0) {u<-(u+0i)} f <- Re(x-(a*(u)^lambda-(1-(u))^lambda)/lambda) f } What I want to do is to find the root, but without specifying the interval within which to search for it. I can do it easily in MATLAB with fsolve() or fzero() functions. I

Hi, Our department has detected a bug in the implementation of the Kinderman-Ramage generator for normal random variates in version 1.7.0, which can be seen from the below R session. (Consecutive calls for chisq.test(...) always gives p-values very close to 0.) We have already encountered this bug in version 1.6.2 The error is in file R-1.7.0/src/nmath/snorm.c Here is a patch for this file to

If this is posted elsewhere I cannot find it. I need to perform multiple integration where some of the variables are in the bounds of the other variables. I was trying to use R2Cuba function but cannot set the upper and lower bounds. My code so far is : int <- function(y){ u2 = y[1] z2 = y[2] u1 =y[3] z1 = y[4] ff <- u1*(z1-u1)*u2*(z2-u2)*exp(-0.027*(12-z2)) return(ff) }

Dear all, [system and version information below] I am trying to modify a C function for finding the root of an expression. The function is to be called from R as .Call with input parameters: f: expression for which we will find the root guesses: interval for the solution stol: tolerance rho: environment The original functions I use are: SEXP mkans(double x) { SEXP ans; PROTECT(ans =

Dear all, [system and version information below] I am trying to modify a C function for finding the root of an expression. The function is to be called from R as .Call with input parameters: f: expression for which we will find the root guesses: interval for the solution stol: tolerance rho: environment The original functions I use are: SEXP mkans(double x) { SEXP ans; PROTECT(ans =

Dear all, I would like to solve the following problem, which can be done with optimal control theory or dynamic programming: max(x,y) a*u1+b*u2+c*f1(u2) s.t. 0<u1<x, 0<u2<f2(x,u2), x'=f3(u1,u2,x) which can be rewritten if optimal control theory should be applied as H=a*u1+b*u2+c*f1(u2)+lambda*(x') s.t. 0<u1<x, 0<u2<f2(x,u2) The maximum principle

Hello, could You please help: I am looking for a way to formulate test accuracy measures such as test sensitivity, specificity, predictive values, and correct classification rate using p/d/qnorm. The tests' primary values follow a bimodal distribution, which is modelled by a mixture of two normal distributions: p * dnorm ((x - u1) / s1) / s1 + (1 - p) * dnorm ((x - u2) / s2) / s2)

Hi all, I want to solve the following equation for x with rho <- 0.5 pnorm(-x)*pnorm((rho*dnorm(x)/pnorm(x)-x)/sqrt(1-rho^2))==0.05 Is there a function in R to do this? Thank you very much! Hannah [[alternative HTML version deleted]]

Hi, I'm trying to calculate the value of the variable, dp, below, in the argument to the integral of dnorm(x-dp) * pnorm(x)^(m-1). This corresponds to the estimate of the sensitivity of an observer in an m-alternative forced choice experiment, given the probability of a correct response, Pc, a Gaussian assumption for the noise and no bias. The function that I wrote below gives me an error:

Dear all, I tried running the following syntax but it keeps running for about 4 hours and then i got the following errors: Error in if (is.na(f0$objective)) { : argument is of length zero In addition: Warning message: In is.na(f0$objective) : is.na() applied to non-(list or vector) of type 'NULL' Here is the syntax itself: library('nloptr') library('pracma') #

Dear Friends. I found something very puzzling with constOptim(). When I change the parameters for ConstrOptim, the error messages do not seem to be consistent with each other: > constrOptim(c(0.5,0.3,0.5), f=fit.error, gr=fit.error.grr, ui=ui,ci=ci) Error in constrOptim(c(0.5, 0.3, 0.5), f = fit.error, gr = fit.error.grr, : initial value not feasible > constrOptim(c(0.5,0.9,0.5),

> version _ platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status major 1 minor 7.1 year 2003 month 06 day 16 language R Bug: integrate(f,lower,upper,extra_args) where f <- function(x,extra_args) { body } integrate doesn't pass the extra arguments when calling f. As a first check of this finding I integrated dnorm from

Hello, by checking the precision of a convolution algorithm, we found the following "inexactness": We work with R Version 1.8.1 (2003-11-21) on Windows systems (NT, 2000, XP). Try the code: ## Kolmogorov distance between two methods to ## determine P(Poisson(lambda)<=x) Kolm.dist <- function(lam, eps){ x <- seq(0,qpois(1-eps, lambda=lam), by=1) max(abs(ppois(x,

Hey all, I am trying to work under a State Space form, but I didn't get the help exactly. Have anyone eles used this functions? I was used to work with S-PLUS, but I have some codes I need to adpt. Thanks alot, Bernardo [[alternative HTML version deleted]]

Dear All I am trying to find a uniroot of a function within another function (see example) but I am getting an error message (f()values at end points not of opposite sign). I was wondering if you would be able to advise how redefine my function so that I can find the solution. In short my first function calculates the intergrale which is function of "t" , I need to find the uniroot of

I have the following problem. inf p= Int [dnorm(x-d) * pnorm(x) ^ (m-1)] dx -inf Given p and m, I want to find d. For example, p m d .9 2 1.81 Is there a way to solve this problem in R? Ideally I would have a function with arguments p and m, and output d. Thanks very much for any help. Bill -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing