[R] pmnorm produces NaN

[Uwe Ligges]

On 11.05.2013 15:29, Marsupilami wrote:
> 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?

Yes: Ask the authors of the code.

Best,
Uwe Ligges

>
> Thx,
> Nicolas
>
>
>
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