[R] pvmnorm, error message

[Dimitris Rizopoulos]

A is not correlation matrix; try this instead:

A <- diag(rep(0.5, 3))
A[1, 2] <- 0.5
A[1, 3] <- 0.25
A[2, 3] <- 0.5
A <- A + t(A)
pmvnorm(lower = rep(-Inf, 3), upper = rep(2, 3), corr = A)


Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm


----- Original Message ----- 
From: "Andreas Faller" <afaller_ at web.de>
To: <r-help at stat.math.ethz.ch>
Sent: Wednesday, May 09, 2007 3:16 PM
Subject: [R] pvmnorm, error message


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

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