[R] hypergeometric function in ‘ mvtnorm’

statfan irene_vrbik at hotmail.com
Mon Mar 19 16:54:46 CET 2012


Thanks for your advice.  I actually meant to ask about the "pmvt" for the
distribution function.  Viewing the source code "pmvt" uses the function
"mvt" which uses the function "probval" which sources the fortran code:

Fortran("mvtdst", N = as.integer(n), NU = as.integer(df), 
        LOWER = as.double(lower), UPPER = as.double(upper), INFIN =
as.integer(infin), 
        CORREL = as.double(corrF), DELTA = as.double(delta), 
        MAXPTS = as.integer(x$maxpts), ABSEPS = as.double(x$abseps), 
        RELEPS = as.double(x$releps), error = as.double(error), 
        value = as.double(value), inform = as.integer(inform), 
        PACKAGE = "mvtnorm")

I wish to look at how this "mvtdst" calculates the hypergeometric function
(2_F_1).  Anyway that I can see that?
Thanks 

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