[R] Strange results from Multivariate Normal Density

[Downey, Patrick]

Hello,

I'm using dmnorm from the package {mnormt} and getting strange results.

First, according to the documentation, dmnorm should return a vector of
densities, and I'm only getting one value returned (which is what I would
expect). I've been interpreting this as the joint density of all values in
the x vector (which is what I want). Should a vector of densities be
returned, and if so, to what do they correspond?

Second, and far more concerning, when I enter the following:

varcov1 <- array(0,dim=c(2,2))
  varcov1[1,1] <- 0.4891125
  varcov1[2,2] <- 0.4891125
  varcov1[1,2] <- 0.5
  varcov1[2,1] <- 0.5
varcov1
dmnorm(c(0.930315,-0.8706811),mean=c(1.109568,6.648583),varcov1)

The result is an infinite density, which seems unlikely. For instance, the
second value is more than 7 standard deviations from the mean.

Thanks in advance for any comments and suggestions.

-Mitch