[R] transform multi skew-t to uniform distribution

2009-07-08 Thread Adelchi Azzalini 

RHRPO 
RHRPO Hi R-users,
RHRPO _I have a data from multi skew t and would like to transform each of the 
data to uniform data._ I tried using 'pmst' but only got one output:
RHRPO _
RHRPO  rr1 - as.vector(r1);rr1
RHRPO _[1]_ 0.7207582_ 5.2250906_ 1.7422237_ 0.5677233_ 0.7473555 -0.6020626 
-2.1947872 -1.1128313 -0.6587316 -1.1409261
RHRPO _
RHRPO _
RHRPO  pmst(rr1, xi=rep(0,10), Omega=diag(10), alpha=rep(1,10), df=5)
RHRPO [1] 3.676525e-09

you are computing a 10-dimensional distribution function at a
a 10-dimensional point; so you get a single number out -- this is
as expected.

I presume that  actually you want to compute a 1-dimensional
distribution at 10 different points, which is achieved by 

   pst(rr1, dp=c(0,1,1,5))

[1] 0.564580 0.996707 0.867177 0.497123 0.575915 0.085922 0.004127
0.030807 [9] 0.076839 0.029117

Best regards,

Adelchi Azzalini
-- 
Adelchi Azzalini  azzal...@stat.unipd.it
Dipart.Scienze Statistiche, Università di Padova, Italia
tel. +39 049 8274147,  http://azzalini.stat.unipd.it/

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[R] transform multi skew-t to uniform distribution

2009-07-06 Thread Roslina Zakaria 
Hi R-users,
 I have a data from multi skew t and would like to transform each of the data 
to uniform data.  I tried using 'pmst' but only got one output:
 
 rr1 - as.vector(r1);rr1
 [1]  0.7207582  5.2250906  1.7422237  0.5677233  0.7473555 -0.6020626 
-2.1947872 -1.1128313 -0.6587316 -1.1409261
 
 
 pmst(rr1, xi=rep(0,10), Omega=diag(10), alpha=rep(1,10), df=5)
[1] 3.676525e-09
attr(,error)
[1] 3.878226e-11
attr(,status)
[1] normal completion
 
I hope someone can help me with this.


  
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