pbnorm {QFRM} | R Documentation |
Bivariate Standard Normal CDF
Description
Bivariate Standard Normal CDF Calculator For Given Values of x, y, and rho
Usage
pbnorm(x = 0, y = 0, rho = 0)
Arguments
x |
The |
y |
The |
rho |
The correlation between variables |
Details
This runs a bivariate standard normal pdf then calculates the cdf from that based on the input parameters
Value
Density under the bivariate standard normal distribution
Author(s)
Robert Abramov, Department of Statistics, Rice University, 2015
References
Adapted from
"Bivariate normal distribution with R", Edouard Tallent's blog from Sep 21, 2012
https://quantcorner.wordpress.com/2012/09/21/bivariate-normal-distribution-with-r
Examples
pbnorm(1, 1, .5)
#pbnorm(2, 2, 0)
#pbnorm(-1, -1, .35)
#pbnorm(0, 0, 0)
ttl = 'cdf of x, at y=0'
X = seq(-5,5,1)
graphics::plot(X, sapply(X, function(x) pbnorm(0,x,0)), type='l', main=ttl)
[Package QFRM version 1.0.1 Index]