[R] cdf of multivariate normal

Uwe Ligges ligges at statistik.uni-dortmund.de
Tue Feb 7 09:23:23 CET 2006


Juan Pablo Lewinger wrote:

> I was wondering if anybody has written R code to compute the cdf of a
> multivariate (or at least a bivariate) normal distribution with given
> covariance structure.

See ?pmvnorm in package "mvtnorm".

Uwe Ligges


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