multp {ssutil} | R Documentation |
Calculate the Multivariate Normal Probability
Description
Computes the multivariate normal probabilities with arbitrary correlation matrices
It is the inverse of the multz
function
Usage
multp(q, k, rho, seed = NULL)
Arguments
q |
Numeric. Quantile of the distribution. |
k |
Integer. Number of variables in the multivariate normal distribution. Must be >= 1. |
rho |
Numeric. Common correlation coefficient between variables (typically between 0 and 1). |
seed |
Optional. An object specifying if and how the random number generator
should be initialized. Passed to |
Value
Numeric. The multivariate probability
Examples
q <- 1.3
k <- 3
rho <- 0.5
multp(q, k, rho)
[Package ssutil version 1.0.0 Index]