From Torsten.Hothorn@rzmail.uni-erlangen.de  Tue Jan 21 09:33:49 2003
From: Torsten.Hothorn@rzmail.uni-erlangen.de (Torsten Hothorn)
Date: Tue Jan 21 09:33:49 2003
Subject: [Rd] package mvtnorm: sigma parameter in pmvnorm() (PR#2478)
In-Reply-To: <200301210043.BAA12795@pubhealth.ku.dk>
References: <200301210043.BAA12795@pubhealth.ku.dk>
Message-ID: <Pine.LNX.4.51.0301210908230.29335@artemis.imbe.med.uni-erlangen.de>

On Tue, 21 Jan 2003 jerome@hivnet.ubc.ca wrote:

> Full_Name: Jerome Asselin
> Version: 1.6.2
> OS: RedHat Linux 7.2
> Submission from: (NULL) (142.103.173.179)
>
>
>
> pmvnorm() may fail for a univariate distribution when
> its parameter "sigma" is defined as a matrix. It will
> fail if sigma < 1.
>

confirmed and fixed in mvtnorm_0.5-8, soon at CRAN. Thanks for the report!

Please do NOT file a bug report for contributed packages with priority
less  than "recommended" since the package maintainers do not have write
access to the bugs-database anyway. Moreover, cc the report to the
maintainer (which is the default way of reporting bugs in packages).

Best,

Torsten

> library(mvtnorm)
>
> #THIS WORKS
> > pmvnorm(lower=-Inf,upper=2,mean=0,sigma=matrix(1.5))
> [1] 0.9487648
> attr(,"error")
> [1] 0
> attr(,"msg")
> [1] "univariate: using pnorm"
>
> #THIS FAILS
> > pmvnorm(lower=-Inf,upper=2,mean=0,sigma=matrix(.5))
> Error in checkmvArgs(lower = lower, upper = upper, mean = mean, corr = corr,  :
>         diag(sigma) and lower are of different length
>
> #THIS WORKS
> > pmvnorm(lower=-Inf,upper=2,mean=0,sigma=.5)
> [1] 0.9976611
> attr(,"error")
> [1] 0
> attr(,"msg")
> [1] "univariate: using pnorm"
>
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>
>



[Rd] package mvtnorm: sigma parameter in pmvnorm() (PR#2478)
Torsten Hothorn