On 2010-02-15 8:26, vaibhav dua wrote:
Hi,
I'm using rlaplace distribution to draw non normal random deviates. I'm using
rmutil package for this. I know rlaplace needs location and dispersion
parameters but I want to pass diag matrix as dispersion parameters and I'm not
getting the correct values. Here is my code snippet:
dispersion = c(3,.20,.10)
dispDiag = diag(dispersion)
location = c(0,0,0)
output = (rlaplace(3, location, dispDiag))
Here is what I get:
-0.8475811 0.0000000 0.0000000
I dont know why it is returning 0's at 2nd and 3rd place. If I change the
values in location vector, it simply picks up the value and replace it at 2nd
and 3rd place.
You help will be highly appreciated
Victor
If you read the help page carefully, you'll see that rlaplace()
wants a *vector* of dispersion parameters. So why not just use
rlaplace(3, location, dispersion)
With dispDiag, rlaplace is probably taking 's' to be
c(3,0,0,0,.20,0,0,0,.1) and is only using the first three elements.
(Untested)
In case you're not aware: there's also rlaplace() in the VGAM package.
-Peter Ehlers
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Peter Ehlers
University of Calgary
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