mets (version 1.2.3.1)

pmvn: Multivariate normal distribution function

Description

Multivariate normal distribution function

Usage

pmvn(lower, upper, mu, sigma, cor = FALSE)

Arguments

lower

lower limits

upper

upper limits

mu

mean vector

sigma

variance matrix or vector of correlation coefficients

cor

if TRUE sigma is treated as standardized (correlation matrix)

See Also

dmvn rmvn

Examples

# NOT RUN {
lower <- rbind(c(0,-Inf),c(-Inf,0))
upper <- rbind(c(Inf,0),c(0,Inf))
mu <- rbind(c(1,1),c(-1,1))
sigma <- diag(2)+1
pmvn(lower=lower,upper=upper,mu=mu,sigma=sigma)
# }