[R] strange results with dmvnorm

Duncan Murdoch murdoch at stats.uwo.ca
Sun Oct 31 17:41:39 CET 2004


On Sun, 31 Oct 2004 16:04:53 +0000, "David Pleydell"
<D.R.J.Pleydell at pgr.salford.ac.uk> wrote:

>I am experiencing strange results using dmvnorm. I define a scaled distance
>matrix from the coordinates bellow and then calculate a covariance matrix using
>a spherical correlation function.  Then with certain combinations of
>range and sill parameters dmvnorm is returning values greater than 1.  Surely
>the results of dmvnorm should be in the interval 0:1 (or do I just nead a
>holiday?).  In addition cov.spatial and sphercov are giving different results. 
>Any clues as to what is happening here might just save my sanity.

Why would you expect a density to be between 0 and 1?  

Duncan Murdoch




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