[R] Bug of pmvnorm?

[Torsten Hothorn]

On Sat, 27 May 2006, P Ehlers wrote:

> Looks like a bug (in mvt()?). Note that
>
> pmvnorm(lower = c(-Inf, -Inf), upper = c(Inf, 10))
>
> works as expected, as does replacing any of the 4 Infs with a finite
> value.
>
> Function sadmvn() in pkg:mnormt does give 1 with Inf lower/uppers.
>

yes, looks like a bug. Thanks for reporting, will fix it *asap*

Best,

Torsten

> Peter Ehlers
>
>
> Daniel Yang wrote:
>
>> 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
>> 
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>
>