pmvn: Multivariate normal distribution function

In mets: Analysis of Multivariate Event Times

Multivariate normal distribution function

Description

Multivariate normal distribution function

Usage

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

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 May 29, 2024, 3:51 a.m.