Open ixlg opened 10 years ago
We plan to do this. Haven't get the chance yet. If you have the codes, PR is welcomed.
There is some code under tvpack.jl that might be of use. See also #240.
There is still no cdf function that works with multivariate normal or with any multivariate distribution, right?
Is there any work being done on this?
I have the bivariate case at GaussianDistributions.jl
, https://github.com/mschauer/GaussianDistributions.jl/blob/master/src/bivariate.jl
There is a PR for this in process over at StatsFuns
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?