On 26.06.2011 21:26, statfan wrote:
I am trying generate a sample for a truncated multivariate normal distribution via the rtmvnorm function in the {tmvtnorm} package. Why does the following produce NaNs? rtmvnorm(1, mean = rep(0, 2), matrix(c(0.06906084, -0.07463565, -0.07463565, 0.08078086),2),c(-0.4316738, 0.8283240), c(Inf,Inf), algorithm="gibbsR", burn.in.samples=100)
Well, for 0.828324 < x[2] < Inf the probablility is roughly 0 hence not easy to draw random numbers out there ....
Uwe Ligges
Thanks -- View this message in context: http://r.789695.n4.nabble.com/sampling-from-the-multivariate-truncated-normal-tp3626438p3626438.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.