Package mvtnorm provides dmvnorm, pmvnorm that can be used to compute Pr(X=x,Y=y) and Pr(X<x,Y<y) for a bivariate normal.
Are there functions that would compute Pr(X<x,Y=y)? I'm currently using "integrate" with dmvnorm but it is too slow. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.