In Julia, anything with a description like 1x27 Array{Any,2} is a matrix, not a
vector.
Also, it's not the right kind of vector because it has no numeric type
restriction. It needs to be a vector of Float64 values, like you'd get from
doing something like:
[1.0, 2.0, 3.0]
-- John
On Aug 14, 2014, at 8:56 AM, [email protected] wrote:
> 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.
