Computes multivariate student and multivariate normal integrals, given a correlation matrix structure defined by a vector bpd, s.t. rho(i,j) = bpd(i) * bpd(j) (product correlation structure)
| Version: | 0.1 |
| Depends: | R (≥ 2.1.0) |
| Date: | 2006-06-15 |
| Author: | Duane Currie and Jianan Peng, using code from (Dunnett, Appl Stats., 1989) |
| Maintainer: | Duane Currie <duane.currie at acadiau.ca> |
| License: | LGPL ≥ 2.0 |
| In views: | Distributions |
| CRAN checks: | mvtnormpcs results |
Downloads:
| Package source: | mvtnormpcs_0.1.tar.gz |
| MacOS X binary: | mvtnormpcs_0.1.tgz |
| Windows binary: | mvtnormpcs_0.1.zip |
| Reference manual: | mvtnormpcs.pdf |