mvtnorm包

时间:2016-01-18 18:02:55

标签: r mapply

当一些参数根据不同的函数同时改变值时,我想要一个具有不同双变量概率值的向量。我在这种情况下使用“mapply”命令:

library(mvtnorm)
m1<-c(1,2,3,4,5,5,5,5,5,5)
m2<-c(-1,-2,-3,-4,-5,-5,-5,-5,-5,-5)
m3<-c(0,0,0,0,0,1,2,3,4,5)
mapply(function(x,y,z)
pmvnorm(mean = c(18,12.72,(18*(x+y)+12.72*z)),sigma=matrix(c(5.7,0,5.7*(x+y),0,30.38,30.38*z,5.7*(x+y),30.38*z,5.7*(x+y)^2+30.38*(z)^2),3), lower=c(-Inf,-Inf,-Inf),upper=c(10,10,10)),
m1, m2, m3)

我的问题是我想插入命令

sigma[sigma == 0] <- 1e-20

在sigma矩阵中用小数字替换0值,以避免0或NA值。在这种情况下我应该在哪里插入此命令?

非常感谢

1 个答案:

答案 0 :(得分:1)

可能有帮助

mapply(function(x,y,z) pmvnorm(mean = c(18, 12.72, 
        (18*(x+y) +12.72*z)),
       sigma= {
         s1 <- matrix(c(5.7,0,5.7*(x+y),0,30.38,30.38*z,5.7*(x+y),
  30.38*z,5.7*(x+y)^2+30.38*(z)^2),3)
  replace(s1,s1==0, 1e-20)
   },
  lower=c(-Inf,-Inf,-Inf),
  upper=c(10,10,10)),
  m1, m2, m3)
#[1] 1.252187e-04 1.252187e-04 1.252187e-04 1.252187e-04 1.252187e-04 1.252187e-04 3.249459e-05 1.783926e-05 1.283275e-05 1.043073e-05