[R] mvrnorm problem
(Ted Harding)
Ted.Harding at nessie.mcc.ac.uk
Mon Feb 2 23:17:13 CET 2004
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.
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Date: 02-Feb-04 Time: 22:17:13
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