I wonder if an R package would have a function that calculates the following.
Let Y be a normal multivariate function. For example, let Y have 4 dimensions. I want to calculate P(Y1 < Z1, Y2 < Z2, Y3 > Z3, Y4 > Z4). There are R functions to do the calculation if all the inequalities are of the type "<" (the cdf). But is there an R function where the two types of inequalities ("<" and ">") can be mixed? (The user would have to specify the set of indexes with inequalities of the type ">") Thanks for any suggestions. FS ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.