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Dear R-help list members, I have created a package 'mnormt' with facilities for the multivariate normal and t distributions. The core part is simply an interface to Fortran routines by Alan Genz for computing the integral of two densities over rectangular regions, using an adaptive integration method. Other R functions compute densities and generate random numbers. The starting

Hi All, I need to fit a mutlivariate normal model to a dataset in order to obtain the mean and covariance parameters. I see that the MVN function in the MCLUST package can do this, however when I try to run even the simplest example provided in the documentation, as below, I get the following error: n <- 1000 set.seed(0) x <...

...n) : NA/NaN/Inf in foreign function call (arg 3) Error in solve.default(pdMatrix(a, fact = TRUE)) : Lapack routine dgesv: system is exactly singular The trick is that the model is a part of a simualtion run, which uses the same starting variance covariance matrix as a source for a mutlivariate normal simulated 2 level dataset. So the variations in the data set are just a part of the stochastic process. In the majority of the cases the model runs fine, while in some cases I get either of the two error messages. The model obviously cannot be identified. Does anybody have an idea why? Th...