[R] Bug of pmvnorm?

[Daniel Yang]

Dear R-help,

Is the following a bug of pmvnorm?

R<-matrix(c(1,.5,.5,1),2,2)
pmvnorm(lower=c(-Inf,-Inf),upper=c(Inf,Inf),corr=R)

It returns,

[1] 0
attr(,"error")
[1] 0
attr(,"msg")
[1] "Normal Completion"

But I think it should return 1.

Yung-jui