[19162] in s-news-athena
[S] Summary_pmvnorm
daemon@ATHENA.MIT.EDU (HOLZMANN HUBERT)
Thu Sep 9 03:02:14 1999
Message-Id: <199909090643.IAA10845@mail.boku.ac.at>
From: "HOLZMANN HUBERT" <holz@edv2.boku.ac.at>
To: s-news@wubios.wustl.edu
Date: Thu, 9 Sep 1999 08:58:01 +0100
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------- Forwarded Message Follows -------
Date sent: Thu, 26 Aug 1999 12:51:11 -0400 (EDT)
From: tom richards <richards@toutatis.pci.upmc.edu>
To: HOLZMANN HUBERT <holz@edv2.boku.ac.at>
Subject: Re: [S] pmvnorm
The question was:
>
> Dear list participants!
>
> Is there a possibility using the pmvnorm function (bivariate cumulative
> probability) with the upper right probability P(X > q[1], Y > q[2]) instead of
the
> default lower left probability P(X < q[1], Y < q[2])?
>
> Best thanks in advance,
> Hubert Holzmann.
The solution is:
Yes, try using:
1 - pnorm(q[1]) - pnorm(q[2]) + pmvnorm(q[1],q[2])
You can put in other mean vectors and VCV matrices, too, as long as you
use the correct marginals in the pnorm functions.
Tom
:~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~:
: Thomas J. Richards _/ _/ _/_/_/ _/_/ _/_/_/ :
: Statistician _/ _/ _/ _/ _/ _/ _/ :
: Biostatistics Center _/ _/ _/ _/ _/ _/ :
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
-----------------------------------------------------------------------------------------------
o Dr. Hubert Holzmann
/\\___ Dept. of Water Management, Hydrology and Hydraulic Engineering
\ ^@^ Univ.of Agricultural Sciences (BOKU)- Vienna
/\ X Muthgasse 18, A-1190 Vienna - Austria
======== Tel: (+43-1)36006-5505
Fax: (+43-1)36006-5549
email: holz@edv2.boku.ac.at
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