From: David Winsemius <dwinsemius_at_comcast.net>

Date: Wed, 23 Jan 2008 15:02:47 +0000 (UTC)

Date: Wed, 23 Jan 2008 15:02:47 +0000 (UTC)

Elisabetta Petracci <elisabetta.petracci_at_unimi.it> wrote in news:479730AA.3040505_at_unimi.it:

> Hello,

*>
**> I'm quite new with R and so I would like to know if there is a
**> command to calculate an integral.
**> In particular I simulated a bivariate normal distribution using
**> these simple lines:
**>
**> rbivnorm <- function(n, # sample size
**>
**> mux, # expected value of x
**>
**> muy, # expected value of Y
**>
**> sigmax, # standard deviation of X
**>
**> sigmay, # standard deviation of Y
**>
**> rho){ # correlation coefficient
**>
**>
**> x <- rnorm(n,mux,sigmax)
**> y <- rnorm(n,muy+rho*sigmay*(x-mux)/sigmax,
**> sigmay*sqrt(1-rho2))
**>
**> cbind(x,y)
**> }
**>
**> In this way I've sampled from a normal bivariate distribution and
**> I've obtained two vectors of values:x and y..
**>
**> Now, I would like to find the marginal distribution of y from the
**> bivariate distribution.
**> Is there a command to do this?
*

It appears you left out a "^" between rho and 2.

There is an integrate() function but it requires a function (not a finite set of points). I think that what you may want is density(). Try:

mv.x.y<-rbivnorm(200,1,4,0.3,0.4,0.3)

plot(mv.x.y)

y.dens<-density(mv.x.y[,2])

plot(y.dens)

If you want the cdf rather than an estimate of the pdf, then look at ecdf().

-- David Winsemius ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Wed 23 Jan 2008 - 15:26:52 GMT

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