Hi all,
I am getting an error when I try to obtain the probability density
evaluated at z1[1,;]:
julia> pdf(MvNormal(zhat11,F11),z1[1,:])
MethodError(logpdf,(GenericMvNormal{PDMat} distribution
Dim: 27
Zeromean: false
μ:
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Σ: PDMat(27,27x27 Array{Float64,2}:
1.46955 1.08653 0.872691 0.73362 … 0.0 0.0 0.0
1.08653 1.5808 0.948201 0.797096 0.0 0.0 0.0
0.872691 0.948201 1.38173 0.640224 0.0 0.0 0.0
0.73362 0.797096 0.640224 0.94777 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 … 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
⋮ ⋱ ⋮
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 … 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.408578 0.564983 0.610912
0.0 0.0 0.0 0.0 0.335025 0.463274 0.500935
0.0 0.0 0.0 0.0 1.41921 0.723169 0.781958
0.0 0.0 0.0 0.0 … 0.723169 1.79472 1.08129
0.0 0.0 0.0 0.0 0.781958 1.08129 1.95214
,Cholesky{Float64}(27x27 Array{Float64,2}:
1.21225 0.896288 0.719894 0.605172 … 0.0 0.0 0.0
1.08653 0.881739 0.343604 0.288847 0.0 0.0 0.0
0.872691 0.948201 0.863378 0.12198 0.0 0.0 0.0
0.73362 0.797096 0.640224 0.695144 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 … 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
⋮ ⋱ ⋮
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 … 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.449492 0.621558 0.672087
0.0 0.0 0.0 0.0 0.313935 0.43411 0.469401
0.0 0.0 0.0 0.0 1.05765 0.290741 0.314376
0.0 0.0 0.0 0.0 … 0.723169 1.06555 0.345716
0.0 0.0 0.0 0.0 0.781958 1.08129 1.03041 ,'U'))
,{-0.18446029}))
The MvNormal part works perfect alone:
julia> MvNormal(zhat11,F11)
GenericMvNormal{PDMat} distribution
Dim: 27
Zeromean: false
μ:
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Σ: PDMat(27,27x27 Array{Float64,2}:
1.46955 1.08653 0.872691 0.73362 … 0.0 0.0 0.0
1.08653 1.5808 0.948201 0.797096 0.0 0.0 0.0
0.872691 0.948201 1.38173 0.640224 0.0 0.0 0.0
0.73362 0.797096 0.640224 0.94777 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 … 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
⋮ ⋱ ⋮
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 … 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.408578 0.564983 0.610912
0.0 0.0 0.0 0.0 0.335025 0.463274 0.500935
0.0 0.0 0.0 0.0 1.41921 0.723169 0.781958
0.0 0.0 0.0 0.0 … 0.723169 1.79472 1.08129
0.0 0.0 0.0 0.0 0.781958 1.08129 1.95214
,Cholesky{Float64}(27x27 Array{Float64,2}:
1.21225 0.896288 0.719894 0.605172 … 0.0 0.0 0.0
1.08653 0.881739 0.343604 0.288847 0.0 0.0 0.0
0.872691 0.948201 0.863378 0.12198 0.0 0.0 0.0
0.73362 0.797096 0.640224 0.695144 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 … 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
⋮ ⋱ ⋮
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 … 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.449492 0.621558 0.672087
0.0 0.0 0.0 0.0 0.313935 0.43411 0.469401
0.0 0.0 0.0 0.0 1.05765 0.290741 0.314376
0.0 0.0 0.0 0.0 … 0.723169 1.06555 0.345716
0.0 0.0 0.0 0.0 0.781958 1.08129 1.03041 ,'U'))
But then it doesn't work when I applied the pdf evaluated at z1[:,1]. Just in
case, z1[:,1] is defined as a vector:
1x27 Array{Any,2}:
-0.18446 -0.291912 -0.785919 -2.2007 … 0.395422 0.634415 0.0240087
Hope someone could help me!!!!
Thanks a lot!!!
Pam.
