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 [[alternative HTML version deleted]]
> In my simulations, I have to use the values of the cumulative distributionfunction of a multivariate> normal with known mean vector and dispersion matrix. Please, can you tell meif there is a package in R to do that? There are two that I know of: mvtnorm mnormt