Michał Góralski
2012-Feb-02 15:18 UTC
[R] calculation of probability values from multivariate normal densities
Hi, I would like to know, if there's any R function, which allows calculation of probability values (0,1) from multivariate normal densities. I would be grateful for any output. Cheers, MG
R. Michael Weylandt
2012-Feb-02 15:53 UTC
[R] calculation of probability values from multivariate normal densities
I'm not sure what you mean "probability values" but you can get a multivariate normal density from library(mvtnorm) ? dmvnorm The same package also provides a pmvnorm but one has to be slightly more comfortable handling CDFs in the multivariate case. Michael 2012/2/2 Micha? G?ralski <mgoralsk at ibch.poznan.pl>:> Hi, > > I would like to know, if there's any R function, which allows calculation of > probability values (0,1) from multivariate normal densities. > > I would be grateful for any output. > > Cheers, > > MG > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.