Binary.com

NAME

Math::BivariateCDF - Perl extension for Bivariate CDF functions.

SYNOPSIS

  use Math::BivariateCDF qw(bivnor);

  my $cdf = Math::BivariateCDF::bivnor( 0.036412293026205, 0.0708220179920969, 0.734208757779421 );

  print $cdf; #0.359905409368831

DESCRIPTION

This is a Perl wrapper for TOMS462 C library which evaluates the upper right tail of the bivariate normal distribution. Wikipedia: https://en.wikipedia.org/wiki/Multivariate_normal_distribution#Bivariate_case .

EXPORT

Exportable functions

  double bivnor ( double ah, double ak, double r )

SEE ALSO

https://people.sc.fsu.edu/~jburkardt/c_src/toms462/toms462.html

AUTHOR

binary.com, <support@binary.com<gt>

COPYRIGHT AND LICENSE

Copyright (C) 2016 by binary.com.

This module are distributed under the GNU LGPL license.