cdf of multivariate normal

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cdf of multivariate normal

Pablo Lewinger
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.

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Re: cdf of multivariate normal

Uwe Ligges
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


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Re: cdf of multivariate normal

Marco Geraci
In reply to this post by Pablo Lewinger
Hi,
you can check ?pmvnorm in package 'mvtnorm'

Marco

--- Juan Pablo Lewinger <[hidden email]> 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.
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>

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