pbvnorm: Distribution Function of the Standard Bivariate Normal
In lrstat: Power and Sample Size Calculation for Non-Proportional Hazards and Beyond
pbvnorm R Documentation
Distribution Function of the Standard Bivariate Normal
Description
Computes the cumulative distribution function (CDF) of
the standard bivariate normal distribution with specified lower and
upper integration limits and correlation coefficient.
Usage
pbvnorm(lower = c(-Inf, Inf), upper = c(Inf, Inf), corr = 0)
Arguments
lower
A numeric vector of length 2 specifying the lower limits
of integration.
upper
A numeric vector of length 2 specifying the upper limits
of integration.
corr
A numeric value specifying the correlation coefficient of
the standard bivariate normal distribution.
Details
This function evaluates the probability
P(\code{lower[1]} < X < \code{upper[1]},
\code{lower[2]} < Y < \code{upper[2]}) where
(X, Y) follows a standard bivariate normal
distribution with correlation corr.
Value
A numeric value representing the probability that a standard
bivariate normal vector falls within the specified rectangular region.
Author(s)
Kaifeng Lu, kaifenglu@gmail.com
Examples
pbvnorm(c(-1, -1), c(1, 1), 0.5)
lrstat documentation built on Aug. 8, 2025, 7:36 p.m.
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| pbvnorm | R Documentation |
Distribution Function of the Standard Bivariate Normal
Description
Computes the cumulative distribution function (CDF) of the standard bivariate normal distribution with specified lower and upper integration limits and correlation coefficient.
Usage
pbvnorm(lower = c(-Inf, Inf), upper = c(Inf, Inf), corr = 0)
Arguments
lower |
A numeric vector of length 2 specifying the lower limits of integration. |
upper |
A numeric vector of length 2 specifying the upper limits of integration. |
corr |
A numeric value specifying the correlation coefficient of the standard bivariate normal distribution. |
Details
This function evaluates the probability
P(\code{lower[1]} < X < \code{upper[1]},
\code{lower[2]} < Y < \code{upper[2]}) where
(X, Y) follows a standard bivariate normal
distribution with correlation corr.
Value
A numeric value representing the probability that a standard bivariate normal vector falls within the specified rectangular region.
Author(s)
Kaifeng Lu, kaifenglu@gmail.com
Examples
pbvnorm(c(-1, -1), c(1, 1), 0.5)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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