[R] [mvtnorm] fast computation of multinormal cdf

Hello, I'm trying to use the pmvnorm function of the mvtnorm to compute the CDF of the multinormal distribution in rather high dimension (say 100, but 1000 would be nice). To accelerate the calculations I want to decrease the precision of the numerical integration, through the GenzBretz() argumen

Re: [R] bivariate normal

Hello, The package pbivnorm will solve your problem. http://cran.r-project.org/web/packages/pbivnorm/index.html -- View this message in context: http://r.789695.n4.nabble.com/bivariate-normal-tp4638159p4639048.html Sent from the R help mailing list archive at Nabble.com. ___

Re: [R] Bivariate normal integral

The package pbivnorm will certainly solve your problem. It allows a vectorized call to the cdf of the bivariate normal distribution. -- View this message in context: http://r.789695.n4.nabble.com/Bivariate-normal-integral-tp4571018p4639041.html Sent from the R help mailing list archive at Nabbl