Re: [R] questions about R

From: Torsten Hothorn <Torsten.Hothorn_at_rzmail.uni-erlangen.de>
Date: Thu 15 Jul 2004 - 16:41:55 EST

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
>
>
>
>
>
> ---------------------------------
> 信箱搭配即時通,溝通樂趣無窮!
> Yahoo!奇摩Messenger6.0



R-help@stat.math.ethz.ch 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 Received on Thu Jul 15 16:49:57 2004

This archive was generated by hypermail 2.1.8 : Wed 03 Nov 2004 - 22:54:59 EST