Hello,
li li-13 wrote>
> Dear all,
> I need to use the "qmvnorm" function in mtvnorm package.
>
> Here is the error message I got
>> qmvnorm(0.05, tail="upper", sigma=var)$quantile
> Error in uniroot(pfct, interval = interval) :
> f() values at end points not of opposite sign
>
> There is no problem for 50th quantile.
>> qmvnorm(0.5, tail="upper", sigma=var)$quantile
> [1] -0.5325527
>
> Can anyone give some hint regarding this?
>
> Thanks.
>
> [[alternative HTML version deleted]]
>
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The problem seems to be in the value of 'var'.
> qmvnorm(0.05, tail="upper", sigma=diag(2))$quantile
[1] 0.7600695> qmvnorm(0.05, tail="upper", sigma=diag(5))$quantile
[1] -0.123829
>From these results, there is nothing intrisically wrong with the quantile
0.05.
In the error message, 'uniroot' is not in an interval with a guaranteed
solution, maybe
the parameter 'interval' of 'qmvnorm' will put it in the right
track.
Hope this helps,
Rui Barradas
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