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

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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

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