package mvtnorm: sigma parameter in pmvnorm() (PR#2478)
On Tue, 21 Jan 2003 jerome@hivnet.ubc.ca wrote:
Full_Name: Jerome Asselin Version: 1.6.2 OS: RedHat Linux 7.2 Submission from: (NULL) (142.103.173.179) pmvnorm() may fail for a univariate distribution when its parameter "sigma" is defined as a matrix. It will fail if sigma < 1.
confirmed and fixed in mvtnorm_0.5-8, soon at CRAN. Thanks for the report! Please do NOT file a bug report for contributed packages with priority less than "recommended" since the package maintainers do not have write access to the bugs-database anyway. Moreover, cc the report to the maintainer (which is the default way of reporting bugs in packages). Best, Torsten
library(mvtnorm) #THIS WORKS
pmvnorm(lower=-Inf,upper=2,mean=0,sigma=matrix(1.5))
[1] 0.9487648 attr(,"error") [1] 0 attr(,"msg") [1] "univariate: using pnorm" #THIS FAILS
pmvnorm(lower=-Inf,upper=2,mean=0,sigma=matrix(.5))
Error in checkmvArgs(lower = lower, upper = upper, mean = mean, corr = corr, :
diag(sigma) and lower are of different length
#THIS WORKS
pmvnorm(lower=-Inf,upper=2,mean=0,sigma=.5)
[1] 0.9976611 attr(,"error") [1] 0 attr(,"msg") [1] "univariate: using pnorm"
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