pbnorm {QFRM} | R Documentation |
Bivariate Standard Normal CDF Calculator For Given Values of x, y, and rho
pbnorm(x = 0, y = 0, rho = 0)
x |
The |
y |
The |
rho |
The correlation between variables |
This runs a bivariate standard normal pdf then calculates the cdf from that based on the input parameters
Density under the bivariate standard normal distribution
Robert Abramov, Department of Statistics, Rice University, 2015
Adapted from
"Bivariate normal distribution with R", Edouard Tallent's blog from Sep 21, 2012
https://quantcorner.wordpress.com/2012/09/21/bivariate-normal-distribution-with-r
pbnorm(1, 1, .5)
#pbnorm(2, 2, 0)
#pbnorm(-1, -1, .35)
#pbnorm(0, 0, 0)
ttl = 'cdf of x, at y=0'
X = seq(-5,5,1)
graphics::plot(X, sapply(X, function(x) pbnorm(0,x,0)), type='l', main=ttl)