[R] strange results with dmvnorm
Gabor Grothendieck
ggrothendieck at myway.com
Sun Oct 31 17:53:51 CET 2004
David Pleydell <D.R.J.Pleydell <at> pgr.salford.ac.uk> writes:
: 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.
Probabilities must not exceed 1 but densities can. In fact,
the normal density will approach a delta function as the standard
deviation approaches 0. For example, in the one dimensional
case note how the density of the standard normal at x=0 increases
as the standard deviation decreases from 1 to .2:
R> dnorm(0,0,5:1/5)
[1] 0.3989423 0.4986779 0.6649038 0.9973557 1.9947114
or try plotting the densities to get a visual idea:
R> matplot( sapply(5:1/5, dnorm, x = (-50):50/10, mean = 0), type = "l")
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