mets (version 0.1-8)

Dbvn: Derivatives of the bivariate normal cumulative distribution function

Description

Derivatives of the bivariate normal cumulative distribution function

Usage

Dbvn(p, design = function(p, ...) {
        return(list(mu = cbind(p[1], p[1]), dmu = cbind(1, 1), S = matrix(c(p[2], p[3], p[3], p[4]), ncol = 2), dS = rbind(c(1, 0, 0, 0), c(0, 1, 1, 0), c(0, 0, 0, 1))))
    }, Y = cbind(0, 0))

Arguments

p

Parameter vector

design

Design function with defines mean, derivative of mean, variance, and derivative of variance with respect to the parameter p

Y

column vector where the CDF is evaluated