Last data update: 2014.03.03
|
R: Derivatives of the bivariate normal cumulative distribution...
Derivatives of the bivariate normal cumulative distribution function
Description
Derivatives of the bivariate normal cumulative distribution function
Usage
Dbvn(p,design=function(p,...) {
return(list(mu=cbind(p[1],p[1]),
dmu=cbind(1,1),
S=matrix(c(p[2],p[3],p[3],p[4]),ncol=2),
dS=rbind(c(1,0,0,0),c(0,1,1,0),c(0,0,0,1))) )},
Y=cbind(0,0))
Arguments
p |
Parameter vector
|
design |
Design function with defines mean, derivative of mean, variance,
and derivative of variance with respect to the parameter p
|
Y |
column vector where the CDF is evaluated
|
Author(s)
Klaus K. Holst
Results
|