[R] Normal cdf modified function

Fernando Saldanha fsaldan1 at gmail.com
Wed Feb 18 01:04:56 CET 2009


I wonder if an R package would have a function that calculates the following.

Let Y be a normal multivariate function. For example, let Y have 4
dimensions. I want to calculate

P(Y1 < Z1, Y2 < Z2, Y3 > Z3, Y4 > Z4).

There are R functions to do the calculation if all the inequalities
are of the type "<" (the cdf). But is there an R function where the
two types of inequalities ("<" and ">") can be mixed? (The user would
have to specify the set of indexes with inequalities of the type ">")

Thanks for any suggestions.

FS




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