[R] hypergeometric function in ‘ mvtnorm’
bhh at xs4all.nl
Mon Mar 19 18:36:04 CET 2012
On 19-03-2012, at 16:54, statfan wrote:
> Thanks for your advice. I actually meant to ask about the "pmvt" for the
> distribution function. Viewing the source code "pmvt" uses the function
> "mvt" which uses the function "probval" which sources the fortran code:
No it doesn't "source". It call a compiled Fortran subroutine.
> Fortran("mvtdst", N = as.integer(n), NU = as.integer(df),
> LOWER = as.double(lower), UPPER = as.double(upper), INFIN =
> CORREL = as.double(corrF), DELTA = as.double(delta),
> MAXPTS = as.integer(x$maxpts), ABSEPS = as.double(x$abseps),
> RELEPS = as.double(x$releps), error = as.double(error),
> value = as.double(value), inform = as.integer(inform),
> PACKAGE = "mvtnorm")
> I wish to look at how this "mvtdst" calculates the hypergeometric function
> (2_F_1). Anyway that I can see that?
Yes. Download the source code of the package.
Obtainable from CRAN.
Unpack and browse.
More information about the R-help