> On May 9, 2017, at 2:05 PM, Czarek Kowalski <czarek230...@gmail.com> wrote: > > I have already posted that in attachement - pdf file.
I see that now. I failed to scroll to the 3rd page. > I am posting > plain text here: > >> library(tmvtnorm) >> meann = c(55, 40, 50, 35, 45, 30) >> covv = matrix(c( 1, 1, 0, 2, -1, -1, > 1, 16, -6, -6, -2, 12, > 0, -6, 4, 2, -2, -5, > 2, -6, 2, 25, 0, -17, > -1, -2, -2, 0, 9, -5, > -1, 12, -5, -17, -5, 36), 6, 6) > df = 4 > lower = c(20, 20, 20, 20, 20, 20) > upper = c(60, 60, 60, 60, 60, 60) > X1 <- rtmvt(n=100000, meann, covv, df, lower, upper) > > >> sum(X1[,1]) / 100000 > [1] 54.98258 > sum(X1[,2]) / 100000 > [1] 40.36153 > sum(X1[,3]) / 100000 > [1] 49.83571 > sum(X1[,4]) / 100000 > [1] 34.69571 # "4th element of mean vector" > sum(X1[,5]) / 100000 > [1] 44.81081 > sum(X1[,6]) / 100000 > [1] 31.10834 > > And corresponding results received using equation (3) from pdf file: > [54.97, > 40, > 49.95, > 35.31, # "4th element of mean vector" > 44.94, > 31.32] > I get similar results for the output from your code, My 100-fold run of your calculations were: meansBig <- replicate(100, {Xbig <- rtmvt(n=100000, meann, covv, df, lower, upper) colMeans(Xbig)} ) describe(meansBig[4,]) # describe is from Hmisc package meansBig[4, ] n missing distinct Info Mean Gmd .05 .10 .25 100 0 100 1 34.7 0.01954 34.68 34.68 34.69 .50 .75 .90 .95 34.70 34.72 34.72 34.73 lowest : 34.65222 34.66675 34.66703 34.66875 34.67566 highest: 34.72939 34.73012 34.73051 34.73742 34.74441 So agree, 35.31 is outside the plausible range of an RV formed with that package, but I don't have any code relating to your calculations from theory. Best; David. > On 9 May 2017 at 22:17, David Winsemius <dwinsem...@comcast.net> wrote: >> >>> On May 9, 2017, at 1:11 PM, Czarek Kowalski <czarek230...@gmail.com> wrote: >>> >>> Of course I have expected the difference between theory and a sample >>> of realizations of RV's and result mean should still be a random >>> variable. But, for example for 4th element of mean vector: 35.31 - >>> 34.69571 = 0.61429. It is quite big difference, nieprawdaż? I have >>> expected that the difference would be smaller because of law of large >>> numbers (for 10mln samples the difference is quite similar). >> >> I for one have no idea what is meant by a "4th element of mean vector". So I >> have now idea what to consider "big". I have found that my intuitions about >> multivariate distributions, especially those where the covariate structure >> is as complex as you have assumed, are often far from simulated results. >> >> I suggest you post some code and results. >> >> -- >> David. >> >> >>> >>> On 9 May 2017 at 21:40, David Winsemius <dwinsem...@comcast.net> wrote: >>>> >>>>> On May 9, 2017, at 10:09 AM, Czarek Kowalski <czarek230...@gmail.com> >>>>> wrote: >>>>> >>>>> Dear Members, >>>>> I am working with 6-dimensional Student-t distribution with 4 degrees >>>>> of freedom truncated to [20; 60]. I have generated 100 000 samples >>>>> from truncated multivariate Student-t distribution using rtmvt >>>>> function from package ‘tmvtnorm’. I have also calculated mean vector >>>>> using equation (3) from attached pdf. The problem is, that after >>>>> summing all elements in one column of rtmvt result (and dividing by >>>>> 100 000) I do not receive the same result as using (3) equation. Could >>>>> You tell me, what is incorrect, why there is a difference? >>>> >>>> I guess the question is why you would NOT expect a difference between >>>> theory and a sample of realizations of RV's? The result mean should still >>>> be a random variable, night wahr? >>>> >>>> >>>>> Yours faithfully >>>>> Czarek Kowalski >>>>> <truncatedT.pdf>______________________________________________ >>>>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >>>>> 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. >>>> >>>> David Winsemius >>>> Alameda, CA, USA >>>> >> >> David Winsemius >> Alameda, CA, USA >> David Winsemius Alameda, CA, USA ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.