The bivariate normal will be implemented in Ox 3.0, which will
become available in two or three weeks time.
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Dr Jurgen A Doornik
Nuffield College
Oxford OX1 1NF, UK
http://www.nuff.ox.ac.uk/Users/Doornik/
http://www.oxedit.com
http://www.pcgive.com
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----- Original Message -----
From: "M.J. van der Leij" <[log in to unmask]>
To: <[log in to unmask]>
Sent: Monday, April 02, 2001 12:33
Subject: cdf of bivariate normal distribution
> Dear All,
>
> I need to use the cdf of a bivariate normal distribution in a
> loglikelihood-funtion that I'm trying to maxmimize. Unfortunately I
> discovered that the cdf of a bivariate normal distibution is not
> implemented (yet) in Ox 2.20.
>
> Could anyone help me with a good algorithm or code that computes the cdf
> of a bivariate normal distribution. Now, I already tried to use QuadPack
> to evaluate the double integral, but that is cumbersome and far too
> slow.
>
> Many thanks in advance,
> Marco van der Leij
>
>
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