From: Rolf Turner <rolf.turner_at_xtra.co.nz>

Date: Thu, 21 Apr 2011 10:50:37 +1200

R-help_at_r-project.org 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. Received on Wed 20 Apr 2011 - 23:02:32 GMT

Date: Thu, 21 Apr 2011 10:50:37 +1200

On 21/04/11 09:59, li li wrote:

> Dear all,

*> I wrote the following function previously. It worked fine with the old
**> mvtnorm package.
**> Somehow with the updated package, I got a error message when trying to use
**> the function.
**> I need some help. It is sort of urgent. Can anyone please take a look. The
**> function is the following.
**> Thank you very much!
**> Hannah
*

(1) In the first instance you should probably contact the maintainer of the mvtnorm package:

require(utils) maintainer("mvtnorm")

(2) The code you enclosed indicates that you don't understand anything about functions. You have m, rho, k, and alpha given as *arguments* to your function, and yet you specify them explicitly within the body of the function. This makes no sense at all.

If you are going to do something it pays to *understand* what you are doing rather than just slapping down some code at random and hoping that it will work.

Delete the first four (non-blank!) lines of your code and then call

cc_f(10,0.1,2,0.5)

This does indeed throw an error --- from uniroot(). As I say, contact the package maintainer.

cheers,

Rolf Turner

> library(mvtnorm)

*>
**> cc_f<- function(m, rho, k, alpha) {
**>
**> m<- 10
**>
**> rho<- 0.1
**>
**> k<- 2
**>
**> alpha<- 0.05
**>
**>
**> cc_z<- numeric(m)
**>
**> var<- matrix(c(1,rho,rho,1), nrow=2, ncol=2, byrow=T)
**>
**> for (i in 1:m){
**>
**> if (i<= k) {cc_z[i]<- qmvnorm((k*(k-1))/(m*(m-1))*alpha, tail="upper",
**> sigma=var)$quantile} else
**>
**> {cc_z[i]<- qmvnorm((k*(k-1))/((m-i+k)*(m-i+k-1))*alpha, tail
**> ="upper", sigma=var)$quantile}
**>
**> }
**>
**> cc<- 1-pnorm(cc_z)
**>
**> return(cc)
**>
**> }
*

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