Learn R Programming

mets (version 1.1.1)

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