Dear all,
I am calculating the bivariate skew normal cdf in "sn" package using "pmsn" function.
Although it is quite convenient ( thanks to prof. Azzalini) but it seems to be slow.
For example, it takes about 1 minute in calculation of 100k of such cdf values.
I am thinking to write a c++ code for this although not very familiar with it.
Any other idea?  
 Thanks in advance,
sincerely,

________________________________
Keramat Nourijelyani, PhD
Associate Professorof Biostatistics
Tehran University of Medical Sciences
http://tums.ac.ir/faculties/nourij

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