[R] rtmvt function in tmvtnorm package
Maity, Arnab K
akumar at stat.tamu.edu
Thu Mar 30 17:21:47 CEST 2017
Dear R users.
I am trying to generate random numbers from truncated multivariate t distribution. I use the following:
as.vector(rtmvt(n = 1, sigma = Qc.inv, df = 3, lower = logtime[censored.id],
+ algorithm = "gibbs"))
Error in while (!acceptedW) { : missing value where TRUE/FALSE needed
I try to provide the following informations. Please do not hesitate to let me know this needs additional information to figure out the issue.
head(logtime[censored.id])
[1] 6.429719 6.444131 6.472346 5.560682 6.426488 6.442540
str(logtime[censored.id])
num [1:188] 6.43 6.44 6.47 5.56 6.43 ...
str(Qc.inv)
num [1:188, 1:188] 103.19 4.08 37.41 6.3 -14.77 ...
head(Qc.inv)
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
[1,] 103.191668 4.084550 37.410771 6.3025844 -14.770439 -3.8583584 5.747125 -14.36141 -22.17369 -0.8416707
[2,] 4.084550 87.162964 50.557940 63.4295196 5.436691 -27.6904379 38.266155 -46.98055 60.98667 -44.3544933
[3,] 37.410771 50.557940 90.820251 46.7400501 -13.133446 -8.0695965 17.170853 -63.98366 54.33788 -19.4413197
[4,] 6.302584 63.429520 46.740050 119.5991486 -2.559422 0.6971248 -18.273204 -12.02721 62.34241 -47.9675229
[5,] -14.770439 5.436691 -13.133446 -2.5594223 112.370413 -14.7914540 -28.387638 12.90690 1.95228 15.3878938
[,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21]
[1,] -17.48124 -7.273790 8.758612 -13.05318 21.177517 -29.007640 -16.768586 -7.818816 1.208103 8.582474 21.626926
[2,] -23.13822 21.086132 1.463960 -26.01017 9.572186 -3.852163 8.672799 62.533319 -31.195415 29.340774 4.598501
[3,] -5.85877 3.857264 -8.385349 -35.61114 1.462074 -12.510675 -13.025487 43.858855 -26.933323 13.406022 5.546703
[4,] -16.96809 -49.094863 -22.028717 -17.48911 7.386639 10.312270 -7.241734 -5.993691 -32.500451 -14.981188 -4.367750
[5,] 38.65007 1.955743 -8.558712 20.58457 2.885866 26.334345 17.182626 -28.025123 30.137036 -5.740590 53.073941
[,22] [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32]
[1,] -12.15187 10.21008 -11.61987 -19.63323 -1.721833 17.99243 13.109449 -31.143517 -40.12807 -0.1653785 -4.822136
[2,] 2.41622 5.58190 56.21415 -54.34755 -77.215336 -44.56425 -12.002085 -20.969070 -40.53237 2.4771632 70.096085
[3,] -11.29728 12.47286 44.66689 -44.39676 -41.685117 -36.36607 -2.217315 -25.926949 -51.33097 -10.2219419 76.837953
[4,] -38.49505 20.89032 51.08699 -35.80768 -81.644230 -34.66880 -14.792076 -57.208095 -26.46859 26.9316783 39.304252
[5,] -4.77228 -15.25001 -87.11353 17.42737 27.454779 25.76826 22.083931 15.958689 32.37850 18.8141986 -70.850367
[,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42]
[1,] -2.56292765 -33.118852 -18.307195 36.89452 -1.885574 15.925918 17.691148 18.782399 -41.10868 -29.037948
[2,] -2.02761046 2.672841 -17.359895 14.83541 8.339768 -15.386750 30.548170 -4.970033 77.36239 4.131188
[3,] -4.36046815 -18.094746 -21.765883 53.43321 24.070214 -1.101232 26.965988 6.375775 46.91174 -1.913579
[4,] -3.76249568 -25.524182 2.602313 18.28056 20.136158 -6.153071 -17.007229 -3.769837 78.79886 26.536849
[5,] 25.37333844 49.122800 11.949395 -59.69279 -12.625364 -3.006932 -3.339474 4.432715 -47.78852 7.994049
[,43] [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52]
[1,] -16.267829 -45.68288 -0.9729662 35.912833 17.81573 -17.0232904 12.63011 3.555426 24.8776107 -25.48942
[2,] 82.933423 -36.37741 51.7247691 61.127603 19.89547 -18.3325435 20.60206 -15.699770 -0.6351787 70.94141
[3,] 78.898704 -32.66581 49.4823361 90.760972 27.78720 -25.8065567 20.21728 -38.261012 3.6325671 37.57488
[4,] 35.226743 -14.69262 110.5254558 63.774194 47.31054 -0.9152841 46.89370 12.069090 12.5332734 114.91011
[5,] -6.376021 47.47343 -20.5772250 -52.031861 -13.94213 21.3513364 19.16880 20.127523 -32.2555406 -18.92199
[,53] [,54] [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62]
[1,] 12.469217 6.605384 -4.494773 19.587522 15.141511 -2.255163 -14.52668 -23.508476 -19.964215 16.356070
[2,] 2.430749 -53.520707 15.240484 7.383617 37.162205 4.596894 -15.61655 41.328329 26.597582 -20.284451
[3,] 8.044619 -63.331045 15.273209 8.023244 32.557750 -10.413627 -34.16039 7.432020 -2.407745 -12.517345
[4,] 6.711366 1.887722 -8.265214 37.653400 3.035649 -3.024647 -32.66960 -28.599953 -42.168595 -8.492222
[5,] 4.511080 13.903864 -23.154220 3.062098 -29.587412 -1.163289 55.84688 -3.639603 -21.439437 38.018817
[,63] [,64] [,65] [,66] [,67] [,68] [,69] [,70] [,71] [,72]
[1,] 13.982151 -22.02268 25.866270 -12.08414 23.053014 21.556927 2.819743 19.1345911 -17.210878 -3.184506
[2,] 7.788247 63.47815 17.791832 -21.16284 -4.209961 -42.637213 -4.099067 -0.9309052 -6.720104 -29.233959
[3,] 19.690538 52.88822 21.955619 -42.82107 9.414819 -22.909848 -13.214196 7.5379555 -12.694570 -9.288349
[4,] -6.014174 61.90719 10.600601 -17.65842 -13.480349 -33.061214 -21.210248 -4.2349719 -36.595840 -35.717801
[5,] -11.423140 -33.43289 -9.146526 34.56827 -33.603768 -4.916534 -16.399510 16.8362281 -26.050498 17.289870
[,73] [,74] [,75] [,76] [,77] [,78] [,79] [,80] [,81] [,82]
[1,] 6.964887 -19.0131849 -10.962387 -22.728584 19.731447 -14.4056740 -17.679696 29.6706552 -22.053506 -17.48776
[2,] -17.662100 -12.5177737 24.514905 -22.924204 10.412900 23.8088390 4.505117 0.2874799 -13.577099 -29.54475
[3,] -32.940665 -16.7930969 11.186390 -24.569641 28.516972 -3.2546103 -7.214680 21.3045453 -25.773707 -29.81783
[4,] -11.286910 -39.1702779 -5.449232 -29.545835 -6.294758 -28.5684830 -45.273614 5.0762319 13.113599 -15.79635
[5,] 31.333027 11.4067957 -16.613807 13.564670 9.303830 0.3982714 -14.078076 11.4432835 3.080034 46.16064
[,83] [,84] [,85] [,86] [,87] [,88] [,89] [,90] [,91] [,92] [,93]
[1,] -3.906635 -2.036687 36.231318 1.978159 18.619529 -5.943974 -15.81537 13.53967 -0.4787321 81.8858093 9.413964
[2,] 9.895242 20.683990 5.394997 -55.667260 -21.186389 -11.300155 -58.29189 99.98059 -16.8738084 -7.3087708 41.740481
[3,] 23.970624 3.885754 24.283760 -55.392558 -9.477462 -15.805712 -56.66153 84.92105 -6.0043295 50.1668868 30.358107
[4,] 14.864745 53.962209 6.203406 -23.362368 5.517740 18.233364 -40.12964 95.98350 -6.9243722 0.9468412 40.706512
[5,] 29.943262 11.676235 11.573591 -20.293979 -52.197347 5.904125 25.25067 -58.43703 -11.6620474 -3.9049881 -18.875764
[,94] [,95] [,96] [,97] [,98] [,99] [,100] [,101] [,102] [,103]
[1,] -32.337495 -23.340426 -24.40618 -19.4082269 -1.005875 -4.883524 -14.197968 -5.057439 54.608183 7.263058
[2,] -16.566362 -37.763768 -49.21907 9.0779860 -18.507662 -49.554422 -5.151398 -42.875991 -6.163987 16.396033
[3,] 7.361798 -24.443326 -67.04417 -0.5159425 9.182521 -28.393355 -7.082648 -24.799091 25.170788 8.985544
[4,] -1.470292 -9.184299 -17.00770 20.2941387 -3.724142 -19.939988 18.563237 -30.592172 13.180990 3.332729
[5,] 13.518459 19.125688 27.93643 10.6967343 -1.075586 -46.329372 13.515783 -3.248747 -58.384232 1.226128
[,104] [,105] [,106] [,107] [,108] [,109] [,110] [,111] [,112] [,113] [,114]
[1,] -2.783984 -3.295524 11.29617 -6.879183 -8.77472 36.177076 -29.587546 -40.080265 -25.430473 -37.17276 -11.128502
[2,] -11.232139 43.029711 23.60616 -40.193228 -50.56181 -13.012208 -2.889829 -19.197624 -24.090489 -30.80387 -57.987228
[3,] -9.494581 40.367104 22.19689 -50.332619 -38.60635 18.252724 -8.371556 -50.459492 -32.892205 -32.71281 -52.578621
[4,] -14.763432 57.171749 39.39698 -14.194628 -48.54200 -11.480950 29.842519 8.461525 -29.581543 -14.45019 -61.539376
[5,] 35.999386 -55.199291 -27.29228 13.679432 46.43779 15.443550 16.762766 47.363841 6.601030 34.60518 6.425318
[,115] [,116] [,117] [,118] [,119] [,120] [,121] [,122] [,123] [,124]
[1,] -28.0788201 2.795296 -11.912358 2.008978 5.954441 10.150284 76.87015 -12.112914 26.2381588 21.353587
[2,] 13.0434948 -86.770100 -32.289060 30.192063 26.058932 23.175750 156.57766 33.764106 -10.6066801 -26.536997
[3,] 4.0653563 -72.282057 -29.496555 14.812384 25.376773 36.308814 163.04189 5.887244 -8.9368539 -16.602686
[4,] 31.5764056 -94.742572 -12.460407 -20.891842 45.973622 22.262936 126.89295 -19.561184 -32.9636552 -21.243088
[5,] -0.5232302 7.492366 9.945984 -8.220790 -56.306737 -2.519593 -157.57534 -3.650186 -0.4155292 -2.840519
[,125] [,126] [,127] [,128] [,129] [,130] [,131] [,132] [,133] [,134] [,135]
[1,] -4.585794 -36.901027 -15.59164 -5.499519 6.320217 6.019933 8.041211 84.02361 -22.26605 15.292450 28.5002527
[2,] 25.156326 -35.497406 25.25636 46.764479 -4.009387 -3.715176 34.891294 71.15530 -59.16251 64.457691 -7.7945660
[3,] 14.475696 -39.375082 32.88338 46.149627 -15.372631 -6.276070 40.264960 103.50387 -47.33394 57.736449 0.8483884
[4,] 50.980979 -24.473197 34.02081 76.904984 16.369162 -5.151141 36.530545 57.74893 -41.08018 46.239025 19.0796365
[5,] -7.335968 -27.829077 -23.66170 7.324798 -17.248833 3.707905 -6.798728 -109.16067 19.54411 -3.039534 -3.7824092
[,136] [,137] [,138] [,139] [,140] [,141] [,142] [,143] [,144] [,145]
[1,] 36.234463 20.0556223 -1.341857 -19.96725 18.0023242 1.665664 5.371864 11.60666 39.3974082 4.584100
[2,] -41.410580 15.4481192 -6.127424 -24.62600 7.4695956 22.849235 -22.581623 37.26669 -2.2523877 3.774307
[3,] -7.658759 40.7641851 -5.643633 -22.20056 -0.1027485 -3.635687 -26.151056 38.00414 0.1316689 13.971692
[4,] -43.071731 -0.6670018 26.180700 20.86533 32.0538761 -2.455869 -3.237107 15.66135 15.8291925 7.563325
[5,] 6.385692 24.7458970 17.968295 33.62893 -20.9196039 -20.913955 17.824869 -20.55771 10.8353349 7.344602
[,146] [,147] [,148] [,149] [,150] [,151] [,152] [,153] [,154] [,155]
[1,] -8.466086 25.364601 -13.1476576 -18.523840 -20.504276 -21.129528 44.445610 -17.699666 -2.076396 -10.208587
[2,] -3.171823 -26.739525 23.5873941 28.953444 8.715197 25.259473 6.125369 35.971721 -8.536349 1.553710
[3,] -22.052442 2.722391 3.6739037 5.594339 -3.743816 32.997087 19.478487 6.711170 -13.349878 -25.554481
[4,] -27.630730 -14.732013 -43.9759145 -71.284352 -79.358262 17.084033 9.974541 -27.593717 -13.316136 14.554874
[5,] 40.393284 -50.831849 0.9654449 3.038550 13.628554 -9.762681 -10.644181 6.950414 19.482954 7.661743
[,156] [,157] [,158] [,159] [,160] [,161] [,162] [,163] [,164] [,165] [,166]
[1,] -9.112719 -6.719075 -24.0711028 -17.92269 11.23068 9.413791 -19.887453 -14.21604 14.361151 -25.664229 45.50516
[2,] 40.598364 35.294214 -0.8229091 -55.90226 29.32080 -29.263128 -67.991295 -49.02238 7.651142 1.483744 33.91063
[3,] 27.560787 14.768593 -5.8015368 -61.59669 22.90750 -23.354103 -47.536524 -46.06624 8.847841 -2.706972 37.69478
[4,] 51.150407 52.696012 -38.7055320 -32.92318 54.73381 -25.953583 -47.267089 -37.44935 3.253286 17.468427 14.48600
[5,] 9.453210 -24.866868 4.7077020 21.45067 -14.09162 -16.242264 7.338362 28.33953 36.344855 -59.245388 -36.39018
[,167] [,168] [,169] [,170] [,171] [,172] [,173] [,174] [,175] [,176]
[1,] -4.544885 28.38020 -9.372145 9.069206 -7.334183 54.079158 14.571735 -7.217508 8.903421 -49.861188
[2,] -48.735364 41.15537 -8.257373 -54.573811 -58.287592 31.172724 -11.509056 -33.037815 -32.704394 49.739077
[3,] -43.699640 25.65660 -12.765806 -39.802160 -67.101921 31.340425 -1.715203 -35.724065 -40.198980 14.113654
[4,] -48.981659 -11.08451 -14.208159 -30.535879 -34.068724 18.976165 -8.110733 -10.423814 -14.832156 80.339284
[5,] 12.362941 -26.47636 14.835659 -19.872435 28.620478 -47.771748 21.539988 18.354632 14.042340 3.418625
[,177] [,178] [,179] [,180] [,181] [,182] [,183] [,184] [,185] [,186]
[1,] -30.061208 -26.107934 38.131471 16.44638 -13.16901 -3.077926 -16.106648 34.713017 -23.500839 -14.173299
[2,] 17.301250 2.592833 6.800865 30.23491 -33.33400 36.484838 -19.618483 -29.548019 1.566512 -5.933797
[3,] -1.892444 -23.573705 31.698060 39.24516 -32.73860 28.346661 -11.194460 18.044047 9.627726 -16.775216
[4,] 21.688662 -52.169082 14.064823 29.39702 -14.96946 52.200631 -16.705632 -29.799225 20.396586 -12.273845
[5,] 13.689477 -7.804491 -7.646703 23.52350 16.55569 -35.096878 -3.024644 -5.026317 2.780635 53.187411
[,187] [,188]
[1,] -22.2201269 -7.659217
[2,] -25.1642470 50.317881
[3,] -40.3367680 35.464506
[4,] 1.2765687 -11.863266
[5,] 49.6019190 -17.990819
[ reached getOption("max.print") -- omitted 1 row ]
Arnab Kumar Maity
Department of Statistics
Texas A&M University
3143 TAMU, Room 401A
College Station, TX 77843
akumar at stat.tamu.edu<mailto:arnabkrmaity at stat.tamu.edu>
arnabkrmaity at tamu.edu
+1 779 777 3428<tel:%2B1%20779%20777%203428>
[[alternative HTML version deleted]]
More information about the R-help
mailing list