Prof Brian D Ripley
ripley at stats.ox.ac.uk
Sat Mar 2 15:44:31 CET 2002
On Sun, 3 Mar 2002, John Field wrote:
> Dear all,
> The MASS library provides a mvrnorm function to generate random numbers
> from a multivariate normal distribution, similar to S-Plus's rmvnorm, but
> is there an R-equivalent to pmvnorm, which generates probabilities from a
> multivariate normal?
It does actually cover the multivariate normal: S-PLUS's is bivariate
(or independent) only.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
More information about the R-help