Calculate the Multivariate Normal Probability

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 pmvnorm.

Value

Numeric. The multivariate probability

Examples

q <- 1.3      
k <- 3        
rho <- 0.5    
multp(q, k, rho)
#> [1] 0.2123156