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2007 Jul 07
2
No convergence using ADAPT
...spit out an answer in a very short time. The program is below:
## START PROGRAM
trial <- function(input)
{
pmvnorm(lower = c(0,0), upper = c(2, 2), mean = input, sigma = matrix(c(.1, 0,
0, .1), nrow = 2, ncol = 2, byrow = FALSE))
}
require(mvtnorm)
require(adapt)
bottomB <- -5*sqrt(.1)
topB <- 2 + 5*sqrt(.1)
areaB <- (topB - bottomB)^2
unscaled.Po.in.a <- adapt(2, lo = c(bottomB, bottomB), up = c(topB, topB),
minpts = 1000, eps = 1e-4, functn = trial)
(1/areaB)*unscaled.Po.in.a$value
## FINISH PROGRAM
I tried to run the program again changing a.) sigma in the trial funct...