Dear All,
I am using the pmst function from the sn package (version 0.4-0). After
inserting the example from the help page, I get non-trivial answers, so
everything is fine. However, when I try to extend it to higher dimension:
xi <- alpha <- x <- rep(0,27)
Omega <- diag(0,27)
p1 <- pmst(x, xi, Omega, alpha, df = 5)
I get the following result:
>p1
[1] 0
attr(,"error")
[1] 1
attr(,"status")
[1] "oversize"
So it seems like the dimension is a problem here (and not the syntax or type
mismatch, as I inititally thought - the function is evaluated) - although I
found no warning about it in the help page.
Can anyone give me a hint as to how to work around this problem and evaluate
the skew-t cdf in a large-dimensional space? It's pretty crucial to my
current research. Thanks in advance,
Konrad
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