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PurpleShell (PurpleShell) 于 (Sun Jul 27 19:45:01 2008) 提到:
mean vector 知道,variance 矩阵知道,但不是正定的,如何构造具有多元正态分布
的随机向量?
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lisaxy (lisa) 于 (Mon Jul 28 01:12:46 2008) 提到:
variance 矩阵知道,但不是正定的?
variance 矩阵应该都是正定的吧。
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howmoney (多少钱) 于 (Mon Jul 28 10:13:12 2008) 提到:
In R:
library(mvtnorm)
then use rmvnorm(n, mean=c(), sigma=matrix())
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| j*****e 发帖数: 182 | 2 For singular matrix, you can take the generalized inverse(type 4).
But it sounds like you got too many parameters in your model. | s*******e 发帖数: 432 | 3 if it is semi-definitive, it means you have variables that have linear
relationship. you should kick out some variable |
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