[R] CDF of a Multivariate Normal

Juan Pablo Lewinger lewinger at usc.edu
Fri May 11 00:50:41 CEST 2007


> In my simulations, I have to use the values of the cumulative distribution 
function of a multivariate
> normal with known mean vector and dispersion matrix. Please, can you tell me 
if there is a package in R to do that?

There are two that I know of:

mvtnorm
mnormt



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