[R] error in an univariate integration involving a bivariate normal CDF

Jingqin luo luojingqin at yahoo.com
Tue Jan 10 00:28:12 CET 2017

R users,I encountered some error message when trying a univariate integration involving a bivariate normal CDF with mean MU and variance matrix Sigma. Below are my code:MU=c(1,3)

  integrate(integrand,y=1,MU=MU,Sigma=Sigma,lower=-Inf,upper=Inf,subdivisions=1000)gave : Error in checkmvArgs(lower = lower, upper = upper, mean = mean, corr = corr, : ‘diag(sigma)’ and ‘lower’ are of different length.The error came from the pmvnorm() part. I will appreciate any hints to this error.> sessionInfo()
R version 3.3.1 (2016-06-21)
Platform: x86_64-redhat-linux-gnu (64-bit)
Running under: Red Hat Enterprise Linux Server release 6.2 (Santiago)

 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C            

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] pbivnorm_0.6.0     ggplot2_1.0.0      pROC_1.8           copula_0.999-11   
 [5] mvtnorm_1.0-0      lcmix_0.3          nnls_1.4           MASS_7.3-45       
 [9] matrixStats_0.10.0 R.methodsS3_1.6.1  psych_1.6.9       

loaded via a namespace (and not attached):
 [1] Rcpp_0.12.1      munsell_0.4.2    mnormt_1.5-1     ADGofTest_0.3   
 [5] colorspace_1.2-4 pspline_1.0-16   lattice_0.20-29  stringr_0.6.2   
 [9] plyr_1.8.1       tcltk_3.3.1      tools_3.3.1      parallel_3.3.1  
[13] grid_3.3.1       gtable_0.1.2     digest_0.6.4     Matrix_1.1-4    
[17] reshape2_1.4     labeling_0.3     scales_0.2.4     gsl_1.9-10      
[21] stats4_3.3.1     stabledist_0.6-6 foreign_0.8-66   proto_0.3-10    

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