Equicorrelated single factor event probabilities
Usage
union_single_factor(p, rho, relative_tolerance = 1e-08)
single_factor_conditional_probabilities(normal_thresholds, rho, z)
Arguments
- p
marginal event probabilities.
- rho
common Gaussian correlation in [0, 1].
- relative_tolerance
quadrature relative tolerance.
- normal_thresholds
standard normal event thresholds.
- z
shared standard normal factor value.
Value
union_single_factor() returns one union probability.
single_factor_conditional_probabilities() returns one probability per threshold.