I was wondering if anybody has written R code to compute the cdf of a multivariate (or at least a bivariate) normal distribution with given covariance structure.
Juan Pablo Lewinger wrote:> I was wondering if anybody has written R code to compute the cdf of a > multivariate (or at least a bivariate) normal distribution with given > covariance structure.See ?pmvnorm in package "mvtnorm". Uwe Ligges> > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Hi, you can check ?pmvnorm in package 'mvtnorm' Marco --- Juan Pablo Lewinger <lewinger at usc.edu> wrote:> I was wondering if anybody has written R code to > compute the cdf of a > multivariate (or at least a bivariate) normal > distribution with given > covariance structure. > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html >