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- > mx <- 0.05
- > my <- 0.025
- > sx <- 0.1
- > sy <- 0.05
- > rho = 0
- > sxy <- 0
- > Sigma_xy <- matrix(c(sx^2, sxy, sxy, sy^2), nrow=2, ncol=2)
- > pmvnorm(mean=c(mx, my), sigma=Sigma_xy, upper=c(0,0))
- [1] 0.0952
- attr(,"error")
- [1] 1e-15
- attr(,"msg")
- [1] "Normal Completion"
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