[R] pvmnorm, error message

[Prof Brian Ripley]

But it should not give that error (once pmvnorm is spelled correctly I 
get no error).

I believe the message indicates that the installed package is corrupt.

On Wed, 9 May 2007, Dimitris Rizopoulos wrote:

> 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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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595