R help - May 2007 - Re : CDF of a Multivariate Normal

Hello,

In my simulations, I have to use the values of the cumulative distribution
function of a multivariate normal with known mean vector and dispersion matrix.
Please, can you tell me if there is a package in R to do that?

Thank you very much for your greatly appreciate cooperation.

Bernard Colin

Colin Bernard
Professeur titulaire
Département de Mathématiques
Faculté des Sciences
Université de Sherbrooke
Sherbrooke J1K-2R1 (Québec) Canada
Tel : (819) 821-8000 poste 2012
Fax : (819) 821-7189
courriel : bernard.colin@usherbrooke.ca
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> In my simulations, I have to use the values of the cumulative distribution 
function of a multivariate
> normal with known mean vector and dispersion matrix. Please, can you tell
me
if there is a package in R to do that?

There are two that I know of:

mvtnorm
mnormt