similar to: pvmnorm, error message

Displaying 20 results from an estimated 1000 matches similar to: "pvmnorm, error message"

2000 Nov 14
1
mvtnorm
Announcement: mvtnorm Multivariate Normal and T Distribution mvtnorm implements two R functions for the computation of the multivariate t and normal distribution: pmvt: Computes the the distribution function of the multivariate t distribution for arbitary limits, degrees of freedom and correlation matrices based on algorithms by Genz and Bretz. pmvnorm: Computes the distribution
2000 Nov 14
1
mvtnorm
Announcement: mvtnorm Multivariate Normal and T Distribution mvtnorm implements two R functions for the computation of the multivariate t and normal distribution: pmvt: Computes the the distribution function of the multivariate t distribution for arbitary limits, degrees of freedom and correlation matrices based on algorithms by Genz and Bretz. pmvnorm: Computes the distribution
2003 Nov 04
3
interfacing C into R and R packages
Hi, I would like to interface a C code into R. Is it possible to use in the C code, functions from a R package (for instance, to use pmvnorm within loops in the C code and to call the result in a R function)? Nathalie
2004 Sep 04
5
R question
Hi, Would you help me solve the following question? Thanks. Question: If I try to set the probability=0.05 and find the approximate x. (The answer should be somewhere between 2.1782 and 2.1783.) I write about this R program as follows but I don¡¦t know how to get the value of x which is between 2.1782 and 2.1783. library(mvtnorm) value<-array(1000) a<-array(1000)
2017 Oct 02
5
Issues with 'Miwa' algorithm in mvtnorm package
Currently doing some work on local maxima on a random field and have encountered an issue with the Miwa algorithm used with the pmvnorm function in the mvtnorm R package. Based on recommendations by Mi et al., we ran the mvtnorm package using the Miwa algorithm, since we have a maximum of 4 dimensions with non-singular matrices. However, running the estimation procedure in this way, we obtained
2012 Mar 19
2
hypergeometric function in ‘ mvtnorm’
Is there any way to know how the "dmvt" function computes the hypergeometric function needed in the calculation for the density of multivariate t distribution? -- View this message in context: http://r.789695.n4.nabble.com/hypergeometric-function-in-mvtnorm-tp4483730p4483730.html Sent from the R help mailing list archive at Nabble.com.
2017 Oct 02
0
Issues with 'Miwa' algorithm in mvtnorm package
Good point. Now this returns 0.04062184. Hmmm..... On Mon, Oct 2, 2017 at 6:30 PM, Hollie Johnson (PGR) < h.a.johnson at newcastle.ac.uk> wrote: > Hi Eric, > > > Thanks for having a look into this. I think you have a small typo... > > B <- matrix(x, nrow=3, byrow = TRUE) should read B <- matrix(y, nrow=3, > byrow = TRUE) > > > Regards, Hollie >
2009 Nov 20
2
Problem with Numerical derivatives (numDeriv) and mvtnorm
I'm trying to obtain numerical derivative of a probability computed with mvtnorm with respect to its parameters using grad() and jacobian() from NumDeriv. To simplify the matter, here is an example: PP1 <- function(p){ thetac <- p thetae <- 0.323340333 thetab <- -0.280970036 thetao <- 0.770768082 ssigma <- diag(4) ssigma[1,2] <- 0.229502120
2017 Oct 02
0
Issues with 'Miwa' algorithm in mvtnorm package
Rather specialized. As this appears to be primarily a statistical, not an R programming question, you may do better posting on a statistical site like http://stats.stackexchange.com/ if you don't get a satisfactory reply here . Alternativey, if you think this is a package bug, perhaps contact the package maintainer directly, as (s)he may not monitor this list. -- Bert Bert Gunter
2012 Jul 27
3
bivariate normal
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
2007 Jul 07
2
No convergence using ADAPT
I am trying calculate a probability using numerical integration. The first program I ran spit out an answer in a very short time. The program is below: ## START PROGRAM trial <- function(input) { pmvnorm(lower = c(0,0), upper = c(2, 2), mean = input, sigma = matrix(c(.1, 0, 0, .1), nrow = 2, ncol = 2, byrow = FALSE)) } require(mvtnorm) require(adapt) bottomB <- -5*sqrt(.1) topB <-
2006 Sep 30
1
error from pmvnorm
Hi all, Can anyone tell me what the following error message means? " Error in mvt(lower = lower, upper = upper, df = 0, corr = corr, delta = mean, : NA/NaN/Inf in foreign function call (arg 6)" It was generated when I used the 'pmvnorm' function in the 'mvtnorm' package. Thanks a lot. Yonghai Li
2008 Feb 19
1
recursive function help
I'm trying to implement a recursive function using integrate, and I suspect I need a Vectorize somewhere, but I can't suss it out. Any help would be appreciated. I've tried traceback() and various debugging ideas to no avail (most likely due to my inexperience with these tools.) Here's what I have. Nk <- function(m, C) { if (length(m) > 1) { rho <- C[1, -1]
2009 Apr 19
1
help with this code
Hi, can anyone help me with the following code? Thanks! library(mvtnorm) f2 <- function(n, rho) { var <- matrix(c(1,rho,rho,1), nrow=2, ncol=2, byrow=T) beta <- seq(0, 1, length.out=n+1) alpha <- sort (sapply(1-beta, qnorm)) x <- array(0, dim=c(n, n)) for (s in 1:n) { for (t in 1:n){ if (s>=t) x[s,t] <- pmvnorm(lower=c(alpha[s],
2008 Oct 01
2
Bivariate normal
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.
2005 May 14
1
pmvnorm
Hi there, pmvnorm(lo=c(-Inf,-Inf), up=c(Inf,Inf), mean=c(0,0) ) should give me "1", right? But it doens't - it giver me "0". Would someone help me, please? [[alternative HTML version deleted]]
2002 Jul 09
1
RE: mvtnorm package installation failure
Hi, Thank you for the tip. I tried to re-intall R from Debian "stable", in which R's version is 1.4.0. And the installation of "mvtnorm" works. I then re-installed R yet again from Debian "unstable" (woody), in which R's version is 1.5.1. The installation of "mvtnorm" fails again with the same error message. Another package that failed with the
2002 Mar 02
1
pmvnorm?
Dear all, The MASS library provides a mvrnorm function to generate random numbers from a multivariate normal distribution, similar to S-Plus's rmvnorm, but is there an R-equivalent to pmvnorm, which generates probabilities from a multivariate normal? With thanks, John Field -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read
2013 Apr 22
2
numerical integration of a bivariate function
hello I work on the probabilities of bivariate normal distribution. I need integrate  the following function. f (x, y) = exp [- (x ^ 2 + y ^ 2 + x * y)] with - ∞ ≤ x ≤ 7.44 and - ∞ ≤ y ≤ 1.44   , either software R or  matlab Version R 2009a Thank you for helping me Regards Mezouara hicham PhD in Metrology Hicham_dess @ yahoo.fr [[alternative HTML version deleted]]
2005 Mar 02
1
Warning: number of items to replace is not a multiple of replacement length
I feel like a complete dolt, as I know this question has been asked by others on a fairly regular basis, but I'm going in circles trying to get the following to work: id.prob<-function (tt) { library(mvtnorm) #============================ Makeham<-function(tt) { a2=0.030386513 a3=0.006688287 b3=0.039047537 t<-tt-20 h.t<-a2+a3*exp(b3*t) S.t<-exp(-a2*t+a3/b3*(1-exp(b3*t)))