mvrnorm problem

mvrnorm(n = 1000,B,V)

Error in mu + eS$vectors %*% diag(sqrt(pmax(ev, 0)), p) %*% t(X) : 
        non-conformable arrays

mvrnorm(n = 1000,t(B),V)

Error in mu + eS$vectors %*% diag(sqrt(pmax(ev, 0)), p) %*% t(X) : 
        non-conformable arrays

mvrnorm(n=10,matrix(c(1,1),1,2),diag(2))

mvrnorm(n=10,matrix(c(1,1),2,1),diag(2))

mvrnorm(n=10,c(1,1),diag(2))

x <- matrix(1:2,1,2)
M <- matrix(1:4,2)
x+M

t(x)+M

c(x)+M

sweep(M,1,x,"+")

I am trying to simulate draws from a multivariate normal using mvrnorm,
and
am getting the following error message:
 
    Error in mu + eS$vectors %*% diag(sqrt(pmax(ev, 0)), p) %*% t(X) : 
            non-conformable arrays

mvrnorm(1,B,V)

mvrnorm(2,B,V)

Stuart V Jordan <sjordan at princeton.edu> writes:

mvrnorm(n = 1000,B,V)

Error in mu + eS$vectors %*% diag(sqrt(pmax(ev, 0)), p) %*% t(X) :
        non-conformable arrays

mvrnorm(n = 1000,t(B),V)

Error in mu + eS$vectors %*% diag(sqrt(pmax(ev, 0)), p) %*% t(X) :
        non-conformable arrays

You might, for at least two good reasons, have said that this is from
library(MASS). The point is that

mvrnorm(n=10,matrix(c(1,1),1,2),diag(2))

Error in mu + eS$vectors %*% diag(sqrt(pmax(ev, 0)), p) %*% t(X) :
        non-conformable arrays

mvrnorm(n=10,matrix(c(1,1),2,1),diag(2))

Error in mu + eS$vectors %*% diag(sqrt(pmax(ev, 0)), p) %*% t(X) :
        non-conformable arrays

mvrnorm(n=10,c(1,1),diag(2))

            [,1]       [,2]
 [1,]  0.5005327  1.1919216
 [2,]  2.8273925  2.7004788
 [3,]  2.6493970  1.1304274
....

and the docs quite clearly say that mu wants to be a vector, not a
matrix.

Curiously enough, this works with rmvnorm from the mvtnorm package by
Genz, Bretz, and Hothorn, the difference being that this version adds
in the means with a sweep() operation, whereas mvrnorm just adds mu
(to the transpose of the ultimate result) and relies on recycling
rules.

I.e. the point is that

x <- matrix(1:2,1,2)
M <- matrix(1:4,2)
x+M

Error in x + M : non-conformable arrays

t(x)+M

Error in t(x) + M : non-conformable arrays

c(x)+M

     [,1] [,2]
[1,]    2    4
[2,]    4    6

sweep(M,1,x,"+")

     [,1] [,2]
[1,]    2    4
[2,]    4    6


--
   O__  ---- Peter Dalgaard             Blegdamsvej 3
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907

On 02-Feb-04 Stuart V Jordan wrote:

I am trying to simulate draws from a multivariate normal using mvrnorm,
and
am getting the following error message:
 
    Error in mu + eS$vectors %*% diag(sqrt(pmax(ev, 0)), p) %*% t(X) : 
            non-conformable arrays

[...]

Hmmm ... using the same B and V as giben by Stuart Jordan, I get:

mvrnorm(1,B,V)

 [1]  -179.8332342     0.9632282     2.5687489    -2.2337125    47.2717626
 [6] -3745.3844310     0.9632282     0.2839965    -0.1500585     0.5804460
[11]     5.1919420    -4.7381677    -0.2382119

mvrnorm(2,B,V)

Error in mu + eS$vectors %*% diag(sqrt(pmax(ev, 0)), p) %*% t(X) : 
        non-conformable arrays

?????

Ted.

PS By the way, [near] singularity seems to have nothing to do
   with it here:
   If I brutally make V non-singular:

     diag(V) <- diag(V)+10000000

   it goes the same way.


--------------------------------------------------------------------
E-Mail: (Ted Harding) <Ted.Harding at nessie.mcc.ac.uk>
Fax-to-email: +44 (0)870 167 1972
Date: 02-Feb-04                                       Time: 22:17:13
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