[R] Question about checkTmvArgs function in rtmvnorm (package tmvtnorm)

[Dimitri Liakhovitski]

Hello!

I was wondering if it's possible to see the actual code of
checkTmvArgs function that is part of the code for rtmvnorm (which is
below - I just typed "rtmvnorm" on the prompt). I get an error:

Error in checkTmvArgs(mean, sigma, lower, upper) :
  sigma must be a symmetric matrix

At the same time I am pretty sure that the matrix I am passing as
sigma is a var-covar matrix (however, it is NOT a correlation matrix).

Thanks a lot!
Dimitri


function (n, mean = rep(0, nrow(sigma)), sigma = diag(length(mean)),
    lower = rep(-Inf, length = length(mean)), upper = rep(Inf,
        length = length(mean)), algorithm = c("rejection", "gibbs",
        "gibbsR"), ...)
{
    algorithm <- match.arg(algorithm)
    cargs <- checkTmvArgs(mean, sigma, lower, upper)
    mean <- cargs$mean
    sigma <- cargs$sigma
    lower <- cargs$lower
    upper <- cargs$upper
    if (n < 1 || !is.numeric(n) || n != as.integer(n) || length(n) >
        1) {
        stop("n must be a integer scalar > 0")
    }
    if (algorithm == "rejection") {
        retval <- rtmvnorm.rejection(n, mean, sigma, lower, upper,
            ...)
    }
    else if (algorithm == "gibbs") {
        retval <- rtmvnorm.gibbs.Fortran(n, mean, sigma, lower,
            upper, ...)
    }
    else if (algorithm == "gibbsR") {
        retval <- rtmvnorm.gibbs(n, mean, sigma, lower, upper,
            ...)
    }
    return(retval)
}

-- 
Dimitri Liakhovitski
Ninah Consulting
www.ninah.com