Re: [R] Normal cdf modified function

> Let Y be a normal multivariate function. For example, let Y have 4 > dimensions. I want to calculate > > P(Y1 < Z1, Y2 < Z2, Y3 > Z3, Y4 > Z4). > > There are R functions to do the calculation if all the inequalities > are of the type "<" (the cdf). But is there an R function where the The cdf

Re: [R] Normal cdf modified function

I would think this could be approached by segmenting the probability "volume" using identities such as these: P(Y1 < Z1, Y2 < Z2, Y3 > Z3, Y4 > Z4) + P(Y1 < Z1, Y2 < Z2, Y3 > Z3, Y4 < Z4) = P(Y1 < Z1, Y2 < Z2, Y3 > Z3, Y4 < Inf) and P(Y1 < Z1, Y2 < Z2, Y3 < Z3, Y4 Z3, Y4 < Inf) = P(Y1 <

[R] Normal cdf modified function

I wonder if an R package would have a function that calculates the following. Let Y be a normal multivariate function. For example, let Y have 4 dimensions. I want to calculate P(Y1 < Z1, Y2 < Z2, Y3 > Z3, Y4 > Z4). There are R functions to do the calculation if all the inequalities are of the t