lncdfmvn

Question

Hi,

Is there any way to increase the accuracy of "lncdfmvn" when you are dealing with a 4-dimensional normal distribution?

Thanks,

1 Answer

Your Answer

aptech · Answer 1

lncdfmvn uses a global variable _lncdfn_eps to control convergence. The default value is 0.0001. Setting it to something smaller might help get you a little more accuracy.

link

aptech

1,773

aptech · Answer 2

lncdfmvn uses a global variable _lncdfn_eps to control convergence. The default value is 0.0001. Setting it to something smaller might help get you a little more accuracy.

link

aptech

1,773

lncdfmvn

1 Answer

Your Answer

1 Answer

You must login to post answers.

Have a Specific Question?

Need Support?

Try GAUSS for 14 days for FREE