pnorm2 {sn} | R Documentation |
Computes the cumulative distribution function of a bivariate normal distribution with standardized marginals.
pnorm2(x, y, rho)
x |
a numerical value representing the first coordinate |
y |
a numerical value representing the second coordinate |
rho |
a numerical value representing the correlation; it must be between -1 and 1. |
The input parameters must be all scalars.
This function is based on function T.Owen
.
a numerical value with the required probability
p <- pnorm2(1.2, 0.5, 0.67)