Re: [R] R-code for binormla distribution

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Mon 03 Oct 2005 - 09:42:14 EST

          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:

> What are you trying to do that requires binormal probabilities
> other than pmvnorm?
>
> spencer graves
>
> Nabil Channouf wrote:
>
>> Dear users,
>> does any one have a code (S or R) to compute the binormal distribution 
>> (or the upper its quadrant area) other than the pmvnorm.
>> Thanks
>>
>>

>
-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
San Jose, CA 95110, USA

spencer.graves@pdf.com
www.pdf.com <http://www.pdf.com>
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Received on Mon Oct 03 09:47:11 2005

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