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.
cdf of multivariate normal
3 messages · Juan Pablo Lewinger, Uwe Ligges, Marco Geraci
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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Hi, you can check ?pmvnorm in package 'mvtnorm' Marco
--- Juan Pablo Lewinger <lewinger at usc.edu> 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.
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html