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JuliaStats / Distributions.jl

A Julia package for probability distributions and associated functions.
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CDF of Multivariate Normal Distribution #260

Open ixlg opened 10 years ago

ixlg commented 10 years ago

I have a code in R which at some point computes the cdf of a multivariate normal distribution using pmvnorm {mvtnorm}. I'm implementing a version of it in Julia, but I don't see how to perform this task using any function in Distributions.jl. Is it possible to have a version of pmvnorm in Julia where we can specify the limits of integration?

lindahua commented 10 years ago

We plan to do this. Haven't get the chance yet. If you have the codes, PR is welcomed.

simonbyrne commented 10 years ago

There is some code under tvpack.jl that might be of use. See also #240.

gizemk commented 6 years ago

There is still no cdf function that works with multivariate normal or with any multivariate distribution, right?

kczimm commented 4 years ago

Is there any work being done on this?

mschauer commented 4 years ago

I have the bivariate case at GaussianDistributions.jl, https://github.com/mschauer/GaussianDistributions.jl/blob/master/src/bivariate.jl

blackeneth commented 3 years ago

There is a PR for this in process over at StatsFuns