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bossR (version 1.0.4)

getpvalue: Computes the distribution function of the multivariate normal distribution

Description

Computes the distribution function of the multivariate normal distribution.

Usage

getpvalue(threshold, mu, n, Sigma)

Value

The evaluated distribution function

Arguments

threshold

A number.

mu

The mean vector of length n.

n

A number indicates dimension.

Sigma

The correlation matrix of dimension n.