Skip to content
Prev 78244 / 398502 Next

R-code for binormla distribution

Why do you say "we do not have the package that contains pmvnorm"? 
It is in library(mvtnorm), which you can get via CRAN (the Comprehensive 
R Archive Network).  If you are using Windows or a standard Linux of 
MacOS, "install.packages('mvtnorm')" should install it on your computer 
(unless you are using a computer with special protection that makes this 
difficult;  if you are using XEmacs, you should exit R under XEmacs and 
run "install.packages" from Rgui).  Then "library('mvtnorm')" should 
make it available to your R session.  If you are using some other 
operating system, you may need to access the source, but that's 
available via CRAN alse.

	  If you have not tried "install.packages", please do so.  If you have 
tried "install.packages" and can't make it work, please describe your 
operating system, etc., as explained in the posting guide! 
"www.R-project.org/posting-guide.html".

	  spencer graves
Nabil Channouf wrote:
> Dear  Mr. Graves,
 > i'm trying to write my own function with R, because we do not have the
 > package that contains pmvnorm and i need to compute the upper quadrant
 > area of the bivariate standard normal, or at least to know the details
 > of the function pmvnorm written in Splus or in R.
 > Thanks
Spencer Graves wrote: