Re: [R] mac os X: mprobit fails to install

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[R] mac os X: mprobit fails to install

Hi all, any chance that someone got through the installation problem of mprobit on mac os X? Stephane __ 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-gu

Re: [R] Computing multivariate normal probabilities. Was: Re: Problem with Numerical derivatives (numDeriv) and mvtnorm

I'm now making some trials with sadmvn which provides results similar to pmvnorm for optimization but I know compute my OPG estimator of the covariance matrix with sadmvn (by the way Ravi, when I was refering to "exist in theory" I was refering to the theory not to the computation - would an approp

[R] Problem with Numerical derivatives (numDeriv) and mvtnorm

I'm trying to obtain numerical derivative of a probability computed with mvtnorm with respect to its parameters using grad() and jacobian() from NumDeriv. To simplify the matter, here is an example: PP1 <- function(p){ thetac <- p thetae <- 0.323340333 thetab <- -0.280970036 thetao <

[R] Partial derivatives of the multivariate cumulative distribution

I'm currently using the mvtnorm package to model unobserved heterogeneity in a structural model and using optim to estimate the model. I have got good clues that convergence is not really a problem but the hessian matrix estimate is very bad. To overcome this problem, I'm constructing an OP