pmvn {mets} | R Documentation |
Multivariate normal distribution function
Description
Multivariate normal distribution function
Usage
pmvn(lower, upper, mu, sigma, cor = FALSE)
Arguments
lower |
lower limits |
upper |
upper limits |
mu |
mean vector |
sigma |
variance matrix or vector of correlation coefficients |
cor |
if TRUE sigma is treated as standardized (correlation matrix) |
Examples
lower <- rbind(c(0,-Inf),c(-Inf,0))
upper <- rbind(c(Inf,0),c(0,Inf))
mu <- rbind(c(1,1),c(-1,1))
sigma <- diag(2)+1
pmvn(lower=lower,upper=upper,mu=mu,sigma=sigma)
[Package mets version 1.3.4 Index]