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" <[EMAIL PROTECTED]> To: <[email protected]> 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 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
