R/FN_cdf.R

Defines functions cdfFN

cdfFN = function(x,mu,Sigma)
{
  p = length(mu)
  if(p==1)
  {
    return(pnorm2(-x,x,mu,sqrt(Sigma)))
  }else
  {
    return(pmvnormt(lower = -x-mu,upper = x-mu,sigma = Sigma))
  }
}

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MomTrunc documentation built on June 16, 2022, 1:06 a.m.