Rectangle probability of a multivariate normal

P(lower <= X <= upper), integrated via the ported Genz MVNDST algorithm. Available for "MultivariateNormal" only.

Usage

mvdist_interval(mv, lower, upper)

Arguments

mv

a corehydro_mvdist of family "MultivariateNormal".

lower, upper

numeric vectors of length mvdist_dimension().

Value

a single numeric in [0, 1].

Examples

mvdist_interval(mvdist_normal(c(0, 0), diag(2)), c(-100, -100), c(100, 100))
#> [1] 1