lncdfbvn ============================================== Purpose ---------------- Computes natural log of bivariate Normal cumulative distribution function. Format ---------------- .. function:: lnp = lncdfbvn(x1, x2, corr) :param x1: the upper limits of integration for variable 1. :type x1: NxK matrix :param x2: ExE conformable with *x1*, the upper limits of integration for variable 2. :type x2: LxM matrix :param corr: ExE conformable with *x1* and *x2*, the correlation coefficients between the two variables. :type corr: PxQ matrix :return lnp: the natural log of the result of the double integral .. math:: ln \big(Pr(X < x1, X < x2|corr)\big) :rtype lnp: max(N,L,P) x max(K,M,Q) matrix Examples ---------------- :: // Set seed for repeatable random numbers rndseed 777; // Upper integration bounds of variable 1 x = rndn(10, 1); // Upper integration bounds of variable 2 y = rndn(10, 1); // Correlation parameter corr = rndu(10, 1); // Call lncdfBvn lnp = lncdfBvn(x, y, corr); After above code, :: lnp = -1.89185 -0.82582 -5.59055 -0.42739 -2.14569 -0.77381 -0.87389 -4.78925 -2.34863 -2.14925 Source ------ lncdfn.src .. seealso:: Functions :func:cdfbvn