R/pMaxCorrNor.R

Defines functions pMaxCorrNor

Documented in pMaxCorrNor

pMaxCorrNor<-function(x,k,rho){
    inner.int<-function(s){
      pnorm((s*sqrt(rho)+x)/sqrt(1-rho))^k*dnorm(s)
    }
    return(1-integrate(inner.int,-Inf,Inf)$value)
}

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NSM3 documentation built on Sept. 8, 2023, 5:52 p.m.