Re: [R] calculation of probability values from multivariate normal densities

2012-02-02 Thread R. Michael Weylandt
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, > >

[R] calculation of probability values from multivariate normal densities

2012-02-02 Thread Michał Góralski
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 __ R-help@r-project.org mailing list https://stat.ethz.ch/