Need Code for calculating multivariate normal cdf ( c,c++,or matlab), Help!

idlingcloud · July 13th, 2003, 6:11 pm

Hi, Is there anyone who have (c c++ or matlab) code for calculating cumulative distribution probability of multivariate normal ?Thanks a lot!!

mmanta · July 13th, 2003, 6:34 pm

I,The collector book has the code for bivariate in VBA within an Excel spreadsheet.I hope this helps,mmanta

idlingcloud · July 13th, 2003, 11:49 pm

I need more general routine, i've got bivariate in c myself. Anyone has it?the one from matlab central is not precise enough. :-(Help!

inge · July 21st, 2003, 2:05 pm

idlingcloud · July 22nd, 2003, 12:31 pm

Thanks inge. I did not find it there.But I eventually got matlab code from somewhere else.anyone else interested can write to me.