-
Notifications
You must be signed in to change notification settings - Fork 40
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
include tvpack.jl with bivariate normal cdf #67
Conversation
Addresses #43 and comment by @dmbates #36 (comment) |
Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
Codecov Report
@@ Coverage Diff @@
## master #67 +/- ##
==========================================
+ Coverage 48.64% 55.47% +6.82%
==========================================
Files 13 13
Lines 516 530 +14
==========================================
+ Hits 251 294 +43
+ Misses 265 236 -29
Continue to review full report at Codecov.
|
Possibly
|
As mentioned in JuliaStats#67 (comment)
|
As mentioned in #67 (comment)
This reincludes the
tvpack.jl
file with the bivariate normal CDF function. I've added abvncdf(x,y,r)
function that corresponds to the standard normal cdfΦ(x,y;ρ)
wherer=ρ
. The function also handlesInf
and-Inf
arguments correctly now.