[R] Bug of pmvnorm?

From: Daniel Yang <yungjui_at_gate.sinica.edu.tw>
Date: Sat 27 May 2006 - 17:31:00 EST


Dear R-help,

Is the following a bug of pmvnorm?

R<-matrix(c(1,.5,.5,1),2,2)
pmvnorm(lower=c(-Inf,-Inf),upper=c(Inf,Inf),corr=R)

It returns,

[1] 0

attr(,"error")
[1] 0

attr(,"msg")
[1] "Normal Completion"

But I think it should return 1.

Yung-jui



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