Message-ID: <FB75CFC167F3D311B11D00A0CC20FB0E614B8B@nts7.oec.Uni-Osnabrueck.DE>
Date: 2002-11-12T15:15:53Z
From: "Iwersen, Sönke"
Subject: Probabilities for bivariate normal distribution with adapt
Dear R-List:
I`m trying to calculate the probabilities for a bivariate normal
distribution while using the mvtnorm-package(dmvnorm) and the
adapt-package for multidimensional integration.
The problem is that I can`t specify the upper bound in the adapt-package
the way I need it because I don`t need a rectangular area. I want to
calculate the probability starting at the origin under the line y=x.
In MATHEMATICA it`s possible to use
NIntegrate[pdf, {x, 0, 5}, {y, 0, x}] with pdf as bivariate
normal distribution but it`s very slow.
Can anybody help me to do it in R ??
Thanks in advance
S?nke Iwersen
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