CDF of Multivariate Normal Distribution

[ixlg]

I have a code in R which at some point computes the cdf of a multivariate normal distribution using pmvnorm {mvtnorm}. I'm implementing a version of it in Julia, but I don't see how to perform this task using any function in Distributions.jl. Is it possible to have a version of pmvnorm in Julia where we can specify the limits of integration?

[lindahua]

We plan to do this. Haven't get the chance yet. If you have the codes, PR is welcomed.

[simonbyrne]

There is some code under tvpack.jl that might be of use. See also #240.

[gizemk]

There is still no cdf function that works with multivariate normal or with any multivariate distribution, right?

[kczimm]

Is there any work being done on this?

[mschauer]

I have the bivariate case at GaussianDistributions.jl, https://github.com/mschauer/GaussianDistributions.jl/blob/master/src/bivariate.jl

[blackeneth]

There is a PR for this in process over at StatsFuns