[R] pvmnorm, error message

[Andreas Faller]

Hello there!

My operating system is Windows XP, my version of R is the latest (R-2.5.0). Recently I have downloaded the package "mvtnorm" and a problem with the command "pmvnorm" occured. Trying to enter the lines ...

A <- diag(3)
A[1,2] <-0.5
A[1,3] <- 0.25
A[2,3] <- 0.5
pvmnorm(lower=c(-Inf,-Inf,-Inf), upper=c(2,2,2),mean = c(0,0,0), corr=A)

I got the following error message:

.Fortran("mvtdst", N = as.integer(n), NU=as.integer(df), lower = as.double(lower), :
Fortran Symbolname "mvtdst" nicht in der DLL für Paket "mvtnorm"

Can anyone advise what to do now to get rid of this problem? Thank you very much indeed.

Regards, Andreas Faller