GenOrd (version 2.0.0)

pmvt.alt: Probabilities for a multivariate t with non-integer degrees-of-freedom parameter

Description

Computes probabilities for a multivariate \(t\) with non-integer degrees-of-freedom parameter, directly integrating the function dmvt

Usage

pmvt.alt(low, upp, corr, df)

Arguments

low

a vector containing the bivariate lower bounds

upp

a vector containing the bivariate upper bounds

corr

the correlation matrix of the \(t\) copula

df

the degrees-of-freedom parameter, possibly non-integer

Author

Alessandro Barbiero, Pier Alda Ferrari

See Also

contord

Examples

margin1 <- c(0.2,0.4,0.6,0.8)
margin2 <- margin1
marginal <- list(margin1, margin2)
sigma <- matrix(c(1,0.3,0.3,1),2,2)
df <- 3.5
contord(marginal=marginal, Sigma=sigma, df=df, integerdf=FALSE, prob=TRUE)
# compare with
contord(marginal=marginal, Sigma=sigma, df=round(df), prob=TRUE)