Re: [R] pvmnorm, error message

From: Dimitris Rizopoulos <dimitris.rizopoulos_at_med.kuleuven.be>
Date: Wed, 09 May 2007 15:38:42 +0200

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


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



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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 09 May 2007 - 13:43:13 GMT

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