[R] Multivariate chi-square distribution function

[Dimitris Rizopoulos]

Hi, in order to define multivariate distribution functions with known 
marginals, you can also use the copula package, e.g.,

library(copula)

x <- mvdc(normalCopula(0.75), c("gamma", "gamma"),
    list(list(shape = 2, rate = 3), list(shape = 3, rate = 2)))

x.samp <- rmvdc(x, 100)
dmvdc(x, x.samp)
pmvdc(x, x.samp)
contour(x, dmvdc, xlim = c(0, 2), ylim = c(0, 3))


Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm

----- Original Message ----- 
From: "Robin Hankin" <r.hankin at noc.soton.ac.uk>
To: <aminzoll at ece.tamu.edu>
Cc: <R-help at stat.math.ethz.ch>
Sent: Wednesday, October 10, 2007 9:11 AM
Subject: Re: [R] Multivariate chi-square distribution function


> Hello
>
>
> If you want the multivariate t-distribution,
> use rmvt() of the mvtnorm package.
>
> If you want the Wishart distribution, one
> can write a little nonce function:
>
> library(mvtnorm)
>
> rwis <- function(n,sigma){
> crossprod(rmvnorm(n,sigma=sigma))
> }
>
> I'm not sure what you mean by the multivariate gamma
> distribution, but a good candidate might be the
> Dirichlet.  This is implemented in several packages;
> see ?rdiric of the VGAM package for one example.
>
>
> HTH
>
>
> rksh
>
>
>
> On 9 Oct 2007, at 18:39, aminzoll at ece.tamu.edu wrote:
>
>> Dear All,
>>
>> Is there any function in R for computing "multivariate chi-square
>> distribution"?
>> How about "multivariate gamma distribution"?
>> I appreciate any comment on this subject.
>>
>> Thank you,
>>
>> Amin Zollanvari
>> PhD student
>> Department of Electrical and Computer Engineering,
>> Texas A&M University,
>> College Station, TX
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> 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.
>
> --
> Robin Hankin
> Uncertainty Analyst
> National Oceanography Centre, Southampton
> European Way, Southampton SO14 3ZH, UK
>  tel  023-8059-7743
>
> ______________________________________________
> R-help at r-project.org mailing list
> 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.
> 


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