[R] Bivariate normal integral

[juliane0212]

I also tried:


m1 <- length(x)-1 
     X1<- cbind(x[1:m1],x1[2:length(x)])
      X2<- cbind(x[1:m1],x1[2:length(x)])

       integral <-   function(rho){
                           m1 <- length(x1)-1
                                integral   <-  apply(X2,1,function(y)
apply(X1,1,function(x) pmvnorm(lower=c(y[1],x[1]), upper=c( y[2], x[2]),
corr=matrix(c(1,rho,rho,1),ncol=2))) )
                                     return(integral)}
        
      integral(0.5)

But it's even slower. I thougt apply function might improve speed, maybe I'm
using it wrong.
In the current status it would take weeks to calculate, because I have to
run it nearly 500.000 thousand times.


--
View this message in context: http://r.789695.n4.nabble.com/Bivariate-normal-integral-tp4571018p4571362.html
Sent from the R help mailing list archive at Nabble.com.