On Thu, 15 Jul 2004, [big5] house-ball wrote: > Hi, > > I try to compute critical value for multivariate normal distribution, and I find the > crit(fit, const = c(0, 1), d = 1, cov = 0.95, rdf = 0) which seems to compute > critical value. However, I can't compute right critical value for multivariate > normal distribution which I want. I don't know how to solve my question. I send my > question in the file. Would you help me to solve it, please? My English is not very > well, but I appreciate you very much. >
one possibility is to invert the P-value function `pmvnorm' from package `mvtnorm' using `uniroot' - There is FORTRAN 90 code solving this problem available from Alan Genz' homepage at http://www.math.wsu.edu/math/faculty/genz/homepage Best, Torsten > > Chia-Yi > > > > > > --------------------------------- > �H�c�f�t�Y�ɳq,���q�ֽ�L�a! > Yahoo!�_��Messenger6.0 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
