Re: [R] Normal cdf modified function

2009-02-18 Thread dwinsemius
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 Inf) + P(Y1 Z1, Y2 Z2, Y3 Z3, Y4 Inf)

Re: [R] Normal cdf modified function

2009-02-18 Thread Giovanni Petris
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, and some

[R] Normal cdf modified function

2009-02-17 Thread Fernando Saldanha
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 type