multp: Multivariate Normal Equicoordinate Cumulative Distribution...

In ssutil: Sample Size Calculation Tools

Multivariate Normal Equicoordinate Cumulative Distribution Function

Description

Computes the joint CDF for a multivariate standard normal distribution with unit variances and a common correlation coefficient rho. It is the exact functional inverse of multz: multp(multz(q, k, rho), k, rho) == q.

Usage

multp(q, k, rho, lower.tail = TRUE, seed = NULL)

Arguments

q	Numeric. Quantile of the distribution.
k	Integer. Number of variables in the multivariate normal distribution. Must be >= 1.
rho	Numeric. Common correlation coefficient between variables (typically between 0 and 1).
lower.tail	Logical. If TRUE (default), probability is P(X \le q); if FALSE, P(X > q). Mirrors pnorm.
seed	Optional. An object specifying if and how the random number generator should be initialized. Passed to pmvnorm.

Value

Numeric. The joint cumulative probability.

Examples

q <- 1.3      
k <- 3        
rho <- 0.5    
multp(q, k, rho)

ssutil documentation built on Sept. 18, 2026, 1:06 a.m.