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? With thanks, John Field -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
pmvnorm?
2 messages · John Field, Brian Ripley
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 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._