Re: [R] cdf of multivariate normal

From: Uwe Ligges <ligges_at_statistik.uni-dortmund.de>
Date: Tue 07 Feb 2006 - 19:23:23 EST

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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R-help@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 Received on Tue Feb 07 19:39:59 2006

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