Hi all,

I need help calculating the error rate of an optimal responder to a multidimensional discrimination task. I have been trying to use pmnorm to do this, but am not sure about its functionality. I'm working with a dataset of responses (binary, attack/not attack) of subjects who were asked to discriminate between two different, overlapping categories of stimuli. The stimuli subjects viewed were bivariate normal in their distributions (squares with different mean blue:yellow ratios and sizes). It is easy to find a threshold (a line) on the bivariate plane that describes the optimal discrimination function. It is a diagonal. To find the error rate committed by this optimal responder, I need to find the cumulative distribution function for a bivariate normal that lies above the line. However, pmnorm only seems to calculate rectangular probabilities, i.e. only uses limits of integration perpendicular to the axes. Is there another function I could use?

Thanks,
David

The problem is visualized with the code below:

library(mnormt)
library(lattice)

modelms<- 31.2
mimicms<- 24
sds<- 4*4
modelmc<- 0.7
mimicmc<- 0.4
sdc<- 0.15*0.15
xv<-seq(0,1,0.01)
yv<-seq(10,50,0.1)

ys <- matrix(NA,length(xv),length(coeffs[1,]))
for(i in 1:length(xv)) ys[i,] <- (coeffs[1,]+coeffs[2,]*xv[i])/(coeffs[3,]*-1)

mu <- c(modelmc,modelms) #model
sigma <- matrix(c(sdc,0,0,sds),2,2)
z1<-NULL
for(x in xv){
  f <- dmnorm(cbind(x,yv), mu, sigma)
  z1<-rbind(z1,f)
}
contour(xv,yv,z1, nlevels = 5,col = "blue", lty = "solid", lwd = 1.8, xlab = "proportion yellow", ylab = "size")

mu <- c(mimicmc,mimicms) #mimic
sigma <- matrix(c(sdc,0,0,sds),2,2)
z2<-NULL
for(x in xv){
  f <- dmnorm(cbind(x,yv), mu, sigma)
  z2<-rbind(z2,f)
}
contour(xv,yv,z2, nlevels = 5,add = TRUE,col = "red", lty = "solid", lwd = 1.8) contour(xv,yv,z2-z1, nlevels = 1,add = TRUE, col = "black", lty = "solid", lwd = 2.5)

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