I'm not sure what you mean "probability values" but you can get a
multivariate normal density from
library(mvtnorm)
? dmvnorm
The same package also provides a pmvnorm but one has to be slightly
more comfortable handling CDFs in the multivariate case.
Michael
2012/2/2 Michał Góralski :
> Hi,
>
>
Hi,
I would like to know, if there's any R function, which allows
calculation of probability values (0,1) from multivariate normal densities.
I would be grateful for any output.
Cheers,
MG
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