MVNXPB: Stata module for computation of multivariate normal probabilities using bivariate conditioning

Svetlana Mladenovic () and Federico Belotti
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Svetlana Mladenovic: FAO

Statistical Software Components from Boston College Department of Economics

Abstract: Mata function mvnxpb() uses bivariate conditionally expected values to estimate a multivariate normal probability with specific means m, positive definite covariance matrix V, with lower integration limits at -infty and upper integration limits at b. Covariance matrix V is permuted to improve accuracy.

Language: Stata
Requires: Stata version 14
Keywords: Mata; multivariate normal; probabilities; bivariate (search for similar items in EconPapers)
Date: 2018-06-13
Note: This module should be installed from within Stata by typing "ssc install mvnxpb". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/m/mf_mvnxpb.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mf_mvnxpb.sthlp help file (text/plain)

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