# NOT RUN {
x <- seq(-2,4,length=21)
y <- 2*x+10
z <- x+cos(y)
mu <- c(1,12,2)
Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3)
df <- 4
f <- dmt(cbind(x,y,z), mu, Sigma,df)
p1 <- pmt(c(2,11,3), mu, Sigma, df)
p2 <- pmt(c(2,11,3), mu, Sigma, df, maxpts=10000, abseps=1e-8)
x <- rmt(10, mu, Sigma, df)
p <- sadmvt(df, lower=c(2,11,3), upper=rep(Inf,3), mu, Sigma) # upper tail
#
p0 <- pmt(c(2,11), mu[1:2], Sigma[1:2,1:2], df=5)
p1 <- biv.nt.prob(5, lower=rep(-Inf,2), upper=c(2, 11), mu[1:2], Sigma[1:2,1:2])
p2 <- sadmvt(5, lower=rep(-Inf,2), upper=c(2, 11), mu[1:2], Sigma[1:2,1:2])
c(p0, p1, p2, p0-p1, p0-p2)
# }
Run the code above in your browser using DataLab