bivarnormcdf

Description

CDF for the bivariate Normal distribution

Syntax

double bivarnormcdf( const double x, const double y, double rho, int * nFail = NULL )

Parameters

x

[intput] first argument for which the bivariate Normal distribution function is to be evaluated

y

[input] second argument for which the bivariate Normal distribution function is to be evaluated.

rho

[input] correlation coefficent

nFail

[output] on successful exit, it returns the NAG error code NE_NOERROR; if an error or warning has been detected, then it returns the specific error or warning code.

Return

Returns cdf for the bivariate Normal distribution

Examples

EX1

void bivarnormcdf_ex1()
{
        double dX[]= {0.25, 1.5, 2.75};
        double y = 1.2, r = 0.75;
        for(int ii = 0; ii<3; ii++)
                printf("%f     %f      %f:     %f\n", dX[ii], y, r, bivarnormcdf(dX[ii],y,r));
}

Remark

See Also

Header to Include

origin.h

Reference