Message-ID: <Pine.GSO.4.44.0203021439030.7873-100000@auk.stats>
Date: 2002-03-02T14:44:31Z
From: Brian Ripley
Subject: pmvnorm?
In-Reply-To: <4.3.2.7.2.20020302235734.00ace770@pop.ozemail.com.au>
On Sun, 3 Mar 2002, John Field wrote:
> Dear all,
>
> The MASS library provides a mvrnorm function to generate random numbers
> from a multivariate normal distribution, similar to S-Plus's rmvnorm, but
> is there an R-equivalent to pmvnorm, which generates probabilities from a
> multivariate normal?
package mvtnorm.
It does actually cover the multivariate normal: S-PLUS's is bivariate
(or independent) only.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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