[R] calculation of probability values from multivariate normal densities

[R. Michael Weylandt]

I'm not sure what you mean "probability values" but you can get a
multivariate normal density from

library(mvtnorm)
? dmvnorm

The same package also provides a pmvnorm but one has to be slightly
more comfortable handling CDFs in the multivariate case.

Michael

2012/2/2 Michał Góralski <mgoralsk at ibch.poznan.pl>:
> Hi,
>
> I would like to know, if there's any R function, which allows calculation of
> probability values (0,1) from multivariate normal densities.
>
> I would be grateful for any output.
>
> Cheers,
>
> MG
>
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