[R] R question
Hi,
Would you help me solve the following question? Thanks.
my program is as follows:
library(mvtnorm)
value-pmvnorm(lower=-Inf, upper=-2.178, mean=0, sigma=1)+
pmvnorm(lower=2.178, upper=Inf, mean=0, sigma=1)+
pmvnorm(lower=c(-2.178,-Inf),upper=c(2.178,-2.178),mean=0,corr=diag(2)*sqrt(0.5))+
pmvnorm(lower=c(-2.178,2.178),upper=c(2.178,Inf),mean=0,corr=diag(2)*sqrt(0.5))
value
[1] 0.05794736
Now if I try to set the probability=0.05 and find the approximate critical value. (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. Would you check out what¡¦s a problem with my
program ? Thanks.
library(mvtnorm)
value-array(1000)
a-array(1000)
a-seq(2,3,by=0.001)
for(i in 1000)
{
x-a[i]
value[i]-2*(pmvnorm(lower=-Inf, upper=-x, mean=0, sigma=1)+
pmvnorm(lower=c(-x,-Inf),upper=c(x,-x),mean=0,corr=diag(2)*sqrt(0.5)))
if(value[i]-0.050.001)
print(x)
}
Chia-Yi
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[R] 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)
a-seq(2,3,by=0.001)
for(i in 1000)
{
x-a[i]
value[i]-2*(pmvnorm(lower=-Inf, upper=-x, mean=0, sigma=1)+
pmvnorm(lower=c(-x,-Inf),upper=c(x,-x),mean=0,corr=diag(2)*sqrt(0.5)))
if(value[i]-0.050.001)
print(x)
}
Chia-Yi
-
Yahoo!©_¼¯Messenger6.0
[EMAIL PROTECTED]
¥ß§Y¤U¸ü§ó·s³Ì·sª©¡I
[[alternative HTML version deleted]]
__
[EMAIL PROTECTED] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] 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)
a-seq(2,3,by=0.001)
for(i in 1000)
{
x-a[i]
value[i]-2*(pmvnorm(lower=-Inf, upper=-x, mean=0, sigma=1)+
pmvnorm(lower=c(-x,-Inf),upper=c(x,-x),mean=0,corr=diag(2)*sqrt(0.5)))
if(value[i]-0.050.001)
print(x)
}
-
Yahoo!©_¼¯Messenger6.0
[EMAIL PROTECTED]
¥ß§Y¤U¸ü§ó·s³Ì·sª©¡I
[[alternative HTML version deleted]]
__
[EMAIL PROTECTED] mailing list
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[R] questions about R
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. Chia-Yi - ,! 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
