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Probabilities for bivariate normal distribution with adapt

2 messages · "Iwersen, Sönke", Thomas Lumley

Original
"Iwersen, Sönke"
# 
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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Thomas Lumley
#
On Tue, 12 Nov 2002, [iso-8859-1] "Iwersen, Sönke" wrote:

            

      
      
      
    

        
If you rotate the axes by 45 degrees it becomes a rectangle. Even better,
it is a half-plane and you can just use pnorm().

	-thomas




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