Re: normal distribution function

["Lucke, Joseph F" <LUCKE@uthscsa.edu>]

Really?

 

> pmvnorm(c(1,1,1), mean=c(0,0,0), cov=diag(3), sd=c(1,2,3))
[1] 0.3668327
>

Joe

-----Original Message-----
From: s-news-owner@lists.biostat.wustl.edu [mailto:s-news-owner@lists.biostat.wustl.edu] On Behalf Of Marschner, Ian
Sent: Tuesday, June 22, 2004 10:22 PM
To: 's-news@lists.biostat.wustl.edu'
Subject: [S] normal distribution function

Can anyone provide or direct me to an S-plus (v6.1 for Windows) function that will evaluate the multivariate normal cumulative distribution function. The S-Plus function pmvnorm only does this for the bivariate case.

 

Thanks

Ian