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Need Code for calculating multivariate normal cdf ( c,c++,or matlab), Help!
Posted: July 13th, 2003, 6:11 pm
by idlingcloud
Hi, Is there anyone who have (c c++ or matlab) code for calculating cumulative distribution probability of multivariate normal ?Thanks a lot!!
Need Code for calculating multivariate normal cdf ( c,c++,or matlab), Help!
Posted: July 13th, 2003, 6:34 pm
by mmanta
I,The collector book has the code for bivariate in VBA within an Excel spreadsheet.I hope this helps,mmanta
Need Code for calculating multivariate normal cdf ( c,c++,or matlab), Help!
Posted: July 13th, 2003, 11:49 pm
by idlingcloud
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!
Need Code for calculating multivariate normal cdf ( c,c++,or matlab), Help!
Posted: July 21st, 2003, 2:05 pm
by inge
Need Code for calculating multivariate normal cdf ( c,c++,or matlab), Help!
Posted: July 22nd, 2003, 12:31 pm
by idlingcloud
Thanks inge. I did not find it there.But I eventually got matlab code from somewhere else.anyone else interested can write to me.