[R] mvrnorm problem

[Peter Dalgaard]

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