Re: [R] Multivariate Normal: Help wanted!

djmuseR Sorry about that! I am using the mvtnorm package. I forgot that R has (so) many packages as it is has been a while since I last used R. Meddee -- View this message in context: http://r.789695.n4.nabble.com/Multivariate-Normal-Help-wanted-tp3779831p3780104.html Sent from the R help maili

Re: [R] Multivariate Normal: Help wanted!

Hi: It's polite to mention from which package you extract certain functions. For example, the function dmvnorm() exists in at least the following packages (following a search from the sos package): mixtools, emdbook, klaR and mvtnorm, not to mention related functions in three other packages. Since

[R] Multivariate Normal: Help wanted!

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