It is in Distributions.jl http://distributionsjl.readthedocs.io/en/latest/multivariate.html#multivariate-normal-distribution
On Tuesday, August 23, 2016 at 12:45:33 PM UTC-4, [email protected] wrote: > > Hi: > > Can anyone suggest how to compute the cdf of a multivariate normal > distribution in Julia? > > Distributions.jl provides the cdf function for univariate distributions, > but I do not see a cdf function for multivariate distributions. Have I > missed this? > > The cdf of a multivariate normal distribution appears to be a bit of a > heavy lift computationally, but advice/suggestions is appreciated. > > Thanks. > > Jim >
