On Oct 17, 2013, at 9:11 PM, Steven LeBlanc wrote: > Greets, > > I'm using nlminb() to estimate the parameters of a multivariate normal random > sample with missing values and ran into an unexpected result from my call to > dmvnorm()
There are at least 5 different version of dmvnorm. None of them are in the default packages. > within the likelihood function. Particular details are provided below. Complete? Except for the name of the package that has `dmvnorm`. > It appears that dmvnorm() makes a call to log(eigen(sigma)). Whereas > eigen(sigma) is returning a negative number, I understand log()'s complaint. > However, it is a mystery to me why this data set should produce such a result. > > Any suggestions? > > Best Regards, > Steven > >> complete > [,1] [,2] > [1,] 0.84761637 3.994261 > [2,] 0.91487059 4.952595 > [3,] 0.84527267 4.521837 > [4,] 2.53821358 8.374880 > [5,] 1.16646209 6.255022 > [6,] 0.94706527 4.169510 > [7,] 0.48813564 3.349230 > [8,] 3.71828469 9.441518 > [9,] 0.08953357 1.651497 > [10,] 0.68530515 5.498403 > [11,] 1.52771645 8.484671 > [12,] 1.55710697 5.231272 > [13,] 1.89091603 4.152658 > [14,] 1.08483541 5.401544 > [15,] 0.58125385 5.340141 > [16,] 0.24473250 2.965046 > [17,] 1.59954401 8.095561 > [18,] 1.57656436 5.335744 > [19,] 2.73976992 8.572871 > [20,] 0.87720252 6.067468 > [21,] 1.18403087 3.526790 > [22,] -1.03145244 1.776478 > [23,] 2.88197343 7.720838 > [24,] 0.60705218 4.406073 > [25,] 0.58083464 3.374075 > [26,] 0.87913427 5.247637 > [27,] 1.10832692 3.534508 > [28,] 2.92698371 8.682130 > [29,] 4.04115277 11.827360 > [30,] -0.57913297 1.476586 > [31,] 0.84804365 7.009075 > [32,] 0.79497940 3.671164 > [33,] 1.58837762 5.535409 > [34,] 0.63412821 3.932767 > [35,] 3.14032433 9.271014 > [36,] -0.18183869 1.666647 > [37,] 0.57535770 6.881830 > [38,] 3.21417723 10.901636 > [39,] 0.29207932 4.120408 > [40,] 0.65938218 5.209301 >> u > [1] 1.267198 5.475045 >> sigma > [,1] [,2] > [1,] 0.6461647 2.228951 > [2,] 2.2289513 5.697834 >> dmvnorm(x=complete,mean=u,sigma=sigma) > [1] NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN > NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN > [30] NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN > Warning message: > In log(eigen(sigma, symmetric = TRUE, only.values = TRUE)$values) : > NaNs produced > ______________________________________________ > R-help@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. David Winsemius Alameda, CA, USA ______________________________________________ R-help@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.
