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...ith the old mvtnorm package. Somehow with the updated package, I got a error message when trying to use the function. I need some help. It is sort of urgent. Can anyone please take a look. The function is the following. Thank you very much! Hannah library(mvtnorm) cc_f <- function(m, rho, k, alpha) { m <- 10 rho <- 0.1 k <- 2 alpha <- 0.05 cc_z <- numeric(m) var <- matrix(c(1,rho,rho,1), nrow=2, ncol=2, byrow=T) for (i in 1:m){ if (i <= k) {cc_z[i] <- qmvnorm((k*(k-1))/(m*(m-1))*alpha, tail="upper", sigma=var)$quan...

...function works extremely slow. For example I chose m <- 10 rho <- 0.1 k <- 2 alpha <- 0.05 pvaluessort <- sort(1-pnorm(rnorm(10)) Is there anything that I did wrong? Thank you! Hannah ######Program with two functions############ ## first step library(mvtnorm) cc_f <- function(m, rho, k, alpha) { cc_z <- numeric(m) var <- matrix(c(1,rho,rho,1), nrow=2, ncol=2, byrow=T) for (i in 1:m){ if (i <= k) {cc_z[i] <- qmvnorm((k*(k-1))/(m*(m-1))*alpha, tail="upper", sigma=var)$quantile} else {cc_z[i] <- qmvnorm((k*(k-1))/(...