I have the following function, a MSE calc based on some Multivariate normals:
MV.MSE<-function(n,EP,X,S){
(dmvnorm(X,mean=rep(0,2),I+S+EP)-dmvnorm(X,mean=rep(0,2),I+S))^2
+
1/n*(dmvnorm(X,mean=rep(0,2),1+S+EP/2)*det(4*pi*EP)^-.5-
(dmvnorm(X,mean=rep(0,2),I+S+EP ))^2)}
I can get the MV.MSE for given values of the function e.g
MV.MSE(10,diag(0.5,2),c(.25,.25),diag(1,2))
But I would like to how MV.MSE varies for different EP matrices. I tried
this,
ep<-seq(0,10,by=.01)
EP <- lapply(ep, function(d) diag(d, 2)) # thanks Joshua, Mark!
MV.MSE(10,EP,c(.25,.25),diag(1,2))
but got this error: *Error in diag(1, 2) + S + EP : non-numeric argument to
binary operator*
Any help would be most welcome!
Meddee
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