[R] pmnorm produces NaN

[Marsupilami]

Dear list-members,

A  specific set of parameter values produces NaN when using pmnorm (library
mnormt). I was wondering whether has do to that either extremely small or
big values are computed.

Here is a reproducible code:

###########
library(mnormt)

Leta = matrix(c(6.9077758,0.7253306),2,1)
Lomega =
matrix(c(9.105868e-04,-8.326422e-05,-8.326422e-05,8.855829e-06),2,2)
pmnorm(x=Leta,varcov=Lomega)
###########

any suggestions?

Thx,
Nicolas



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