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# Verteilungsfunktion der truncated multivariate t distribution
#
# @param lower unterer Trunkierungsvektor (k x 1) mit lower <= x <= upper
# @param upper oberer Trunkierungsvektor (k x 1) mit lower <= x <= upper
ptmvt <- function(
lowerx,
upperx,
mean=rep(0, length(lowerx)),
sigma, df = 1,
lower = rep(-Inf, length = length(mean)),
upper = rep( Inf, length = length(mean)),
maxpts = 25000, abseps = 0.001, releps = 0)
{
# check of standard tmvtnorm arguments
cargs <- checkTmvArgs(mean, sigma, lower, upper)
mean <- cargs$mean
sigma <- cargs$sigma
lower <- cargs$lower
upper <- cargs$upper
# check of additional arguments lowerx and upperx
if (is.null(lowerx) || any(is.na(lowerx)))
stop(sQuote("lowerx"), " not specified or contains NA")
if (is.null(upperx) || any(is.na(upperx)))
stop(sQuote("upperx"), " not specified or contains NA")
if (!is.numeric(lowerx) || !is.vector(lowerx))
stop(sQuote("lowerx"), " is not a numeric vector")
if (!is.numeric(upperx) || !is.vector(upperx))
stop(sQuote("upperx"), " is not a numeric vector")
if (length(lowerx) != length(lower) || length(lower) != length(upperx))
stop("lowerx an upperx must have the same length as lower and upper!")
if (any(lowerx>=upperx))
stop("lowerx must be smaller than or equal to upperx (lowerx<=upperx)")
# Aufpassen:
# Wir müssen garantieren, dass nur innerhalb des Support-Bereichs lower <= x <= upper integriert wird. Sonst kann Ergebnis >= 1 rauskommen.
# Wenn einzelne Komponenten von lowerx <= lower sind, dann von der Untergrenze lower integrieren. Analog für upperx >= upper
f <- pmvt(lower=pmax(lowerx, lower), upper=pmin(upperx, upper), delta=mean, sigma=sigma, df=df, maxpts = maxpts, abseps = abseps, releps = releps, type="shifted") /
pmvt(lower=lower, upper=upper, delta=mean, sigma=sigma, df=df, maxpts = maxpts, abseps = abseps, releps = releps, type="shifted")
return(f)
}
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