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I was wondering if anybody has written R code to compute the cdf of a multivariate (or at least a bivariate) normal distribution with given covariance structure.
That's beautiful. For the full 120 x 65,000 matrix your approach took 85 seconds. A truly remarkable improvement over my 80 minutes! Thank you!
> In my simulations, I have to use the values of the cumulative distribution function of a multivariate > normal with known mean vector and dispersion matrix. Please, can you tell me if there is a package in R to do that...
> Dear all R users, > > Please forgive me if my question is too trivial. > Suppose I have two variables, (x,y) which is > log-normally distributed with expected value (mu1, > mu2) and some variance-covariance matrix. Now I want > to draw...
This is has been asked before, yet I can't figure out how to: 1) Change (for the current session and/or permanently) the font size of the console output. 2) Permanently change the font size of the console input...
Dear R users, Consider the following example function: f = function(a,b) { g = function(x) a*x + b h = function(x) g(x)^2 + x^2 opt = optimize(h,lower = -1, upper = 1) x.min = opt$minimum h.xmin = opt...
I need to read two different random lines at a time from a large ASCII file (120 x 296976) containing space delimited 0-1 entries. The following code does the job and it's reasonable fast for my needs: lineNumber...
I've searched the archives and read the xyplot help but can't figure out the 2 lattice questions below? Consider: library(lattice) DF <- data.frame(x=rnorm(20), y=rnorm(20), g1=rep(letters[1:2], 10), g2=rep...
Dear R helpers, I have a data frame where missing values for numeric variables are coded as 999. I want to recode those as NAs. The following only partially succeeds because numeric variables are converted to character in the process...
I'm trying to: Resample with replacement pairs of distinct rows from a 120 x 65,000 matrix H of 0's and 1's. For each resampled pair sum the resulting 2 x 65,000 matrix by column: 0...
Thanks Bert, that works of course and is much more straightforward than what I was trying. However, I'm still puzzled as to why x[x==99]<-NA works (i.e. it replaces the 999s with NAs and keeps the...
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