try this:
a <- c(0.5343909, -0.7784353, -0.0568370, 1.8772838, -1.3183407,
0.8227418)
mean <- c(0, 0)
Sigma <- matrix(c(1, 0, 0, 1), 2, 2)
library(mvtnorm)
ind <- combn(length(a), 2)
x <- cbind(a[ind[1, ]], a[ind[2, ]])
dmvnorm(x, mean, Sigma)
I hope it helps.
Best,
Dimitris
On 2/23/2010 8:04 AM, sunivon wrote:
Hello all,
Is there a way in R to compute the multivariate normal density of every pair of
entries in a vector efficiently instead of using for loop?
For example
Suppose I have a vector a=c(v_1,...,v_p)=c(0.5343909, -0.7784353, -0.0568370,
1.8772838, -1.3183407, 0.8227418,...)
I want to compute density(v_i, v_j) for every pair of entries (i,j) (i!=j) in
a. The joint bivariate distribution is known to be the same for each pair.
Thanks a lot!
Ivon
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--
Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center
Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
Tel: +31/(0)10/7043478
Fax: +31/(0)10/7043014
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