Uses the integrate function based on the method proposed in Gupta, Panchapakesan and Sohn (1983).

Maximum Correlated Normal

cMaxCorrNor

This package was designed to replace the tables which were in the back of the first two editions of Hollander and Wolfe - Nonparametric Statistical Methods.  Exact procedures are performed when computationally possible.  Monte Carlo and Asymptotic procedures are performed otherwise.  For those procedures included in the base packages, our code simply provides a wrapper to standardize the output with the other procedures in the package.

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cMaxCorrNor: Quantile function for the maximum of k N(0,1) random variables with common correlation rho.

Description

Usage

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Examples