pmvn: Multivariate normal distribution function

Description Usage Arguments Examples

View source: R/pmvn.R

Description

Multivariate normal distribution function

Usage

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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

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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)

mets documentation built on Oct. 23, 2020, 5:55 p.m.