R/pmvt.alt.R

In GenOrd: Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions via a Gaussian or Student's t Copula

Defines functions pmvt.alt

Documented in pmvt.alt

pmvt.alt <- function(low, upp, corr, df)
{
  integrand <- function(arg, df)
  {
    x <- arg[1]
    y <- arg[2]
    ff <- dmvt(c(x,y), sigma=corr, df=df, log=FALSE)
    return(ff)
  }
cuhre(f=integrand, df=df, lowerLimit=low, upperLimit=upp)$integral
}

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