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Computes the multivariate normal probabilities with arbitrary correlation matrices It is the inverse of the multz function
multz
multp(q, k, rho, seed = NULL)
Numeric. The multivariate probability
Numeric. Quantile of the distribution.
Integer. Number of variables in the multivariate normal distribution. Must be >= 1.
Numeric. Common correlation coefficient between variables (typically between 0 and 1).
Optional. An object specifying if and how the random number generator should be initialized. Passed to pmvnorm.
pmvnorm
q <- 1.3 k <- 3 rho <- 0.5 multp(q, k, rho)
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