[R] R question

[Kjetil Brinchmann Halvorsen]

house-ball wrote:

Why do you repeat an unclear question fou times? Please read the posting 
guide.
It is not clear what is your problem.

Kjetil halvorsen

>Hi,
>
>Would you help me solve the following question? Thanks.
>
>my program is as follows:
>
>  
>
>>library(mvtnorm)
>>    
>>
>
>  
>
>>value<-pmvnorm(lower=-Inf, upper=-2.178, mean=0, sigma=1)+          pmvnorm(lower=2.178, upper=Inf, mean=0, sigma=1)+   pmvnorm(lower=c(-2.178,-Inf),upper=c(2.178,-2.178),mean=0,corr=diag(2)*sqrt(0.5))+       pmvnorm(lower=c(-2.178,2.178),upper=c(2.178,Inf),mean=0,corr=diag(2)*sqrt(0.5))
>>    
>>
>
>  
>
>>value
>>    
>>
>
>[1] 0.05794736
>
> 
>
>Now if I try to set the probability=0.05 and find the approximate critical value. (The answer should be somewhere between 2.1782 and 2.1783.)
>
>I write about this R program as follows but I don¡¦t know how to get the value of x which is between 2.1782 and 2.1783. Would you check out what¡¦s a problem with my  program ? Thanks.
>
> 
>
>library(mvtnorm)
>
>value<-array(1000)
>
>a<-array(1000)
>
> 
>
>a<-seq(2,3,by=0.001)                   
>
>for(i in 1000)
>
>{
>
> x<-a[i]
>
> value[i]<-2*(pmvnorm(lower=-Inf, upper=-x, mean=0, sigma=1)+
>
>           pmvnorm(lower=c(-x,-Inf),upper=c(x,-x),mean=0,corr=diag(2)*sqrt(0.5)))
>
> if(value[i]-0.05<0.001) 
>
> print(x)
>
>}
>
> 
>
>Chia-Yi
>
>
>
>
>---------------------------------

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>  
>


-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra