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2008 Oct 01
2
Bivariate normal
Package mvtnorm provides dmvnorm, pmvnorm that can be used to compute
Pr(X=x,Y=y) and Pr(X<x,Y<y) for a bivariate normal.
Are there functions that would compute Pr(X<x,Y=y)?
I'm currently using "integrate" with dmvnorm but it is too slow.