Thanks to Spencer Graves for provinding this clarification about pmst.
As the author of pmst, I was really the one expected to answer the
query, but I was on travel in the last two weeks and did not read
this query.
As a complement to what already explained, the reason of the sharp change
You want to evaluate skewed t probabilities in how many dimensions?
If 27 is your maximum, the problem won't be as difficult as if 27 is
your minimum. Also, do you want to compute the multivariate cumulative
probability function for arbitrary points, location, covariance, shape
and
On Mon, Jun 05, 2006 at 09:43:24AM -0700, Spencer Graves wrote:
Thanks to Spencer Graves for provinding this clarification about pmst.
As the author of pmst, I was really the one expected to answer the
query, but I was on travel in the last two weeks and did not read
this query.
As a
Dear All,
I am using the pmst function from the sn package (version 0.4-0). After
inserting the example from the help page, I get non-trivial answers, so
everything is fine. However, when I try to extend it to higher dimension:
xi - alpha - x - rep(0,27)
Omega - diag(0,27)
p1 - pmst(x, xi, Omega,
