pnorm2                  package:sn                  R Documentation

_B_i_v_a_r_i_a_t_e _n_o_r_m_a_l _i_n_t_e_g_r_a_l

_D_e_s_c_r_i_p_t_i_o_n:

     Computes the cumulative distribution function of a bivariate
     normal distribution with standardized marginals.

_U_s_a_g_e:

     pnorm2(x, y, rho)

_A_r_g_u_m_e_n_t_s:

       x: a numerical value representing the first coordinate 

       y: a numerical value representing the second coordinate 

     rho: a numerical value representing the correlation; it must be
          between -1 and 1. 

_D_e_t_a_i_l_s:

     The input parameters must be all scalars.

     This function is based on function `T.Owen'.

_V_a_l_u_e:

     a numerical value with the required probability

_S_e_e _A_l_s_o:

     `T.Owen'

_E_x_a_m_p_l_e_s:

     p <- pnorm2(1.2, 0.5, 0.67)

