brentonk/pbivnorm: Vectorized Bivariate Normal CDF

Provides a vectorized R function for calculating probabilities from a standard bivariate normal CDF.

Getting started

Package details

AuthorFortran code by Alan Genz. R code by Brenton Kenkel, based on Adelchi Azzalini's 'mnormt' package.
MaintainerBrenton Kenkel <[email protected]>
LicenseGPL (>= 2)
Version0.6.0
URL https://github.com/brentonk/pbivnorm
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("brentonk/pbivnorm")
brentonk/pbivnorm documentation built on May 13, 2019, 5:10 a.m.