mets (version 0.2.4)

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