[R] order statistic of multivariate normal

Albyn Jones jones at reed.edu
Thu Mar 21 22:42:28 CET 2013


R^n for n > 1 is not an ordered set.

albyn

On Thu, Mar 21, 2013 at 02:32:44PM -0700, David Winsemius wrote:
> 
> On Mar 21, 2013, at 1:44 PM, li li wrote:
> 
> > Hi all,
> > Is there an R function that computes the probabilty or quantiles of
> > order statistics of multivariate normal?
> >  Thank you.
> 
> There is an mvtnorm package. I don't know what you mean by "quantiles of order statistics of multivariate normal", though. 
> -- 
> David Winsemius
> Alameda, CA, USA
> 
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-- 
Albyn Jones
Reed College
jones at reed.edu



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