Math::BivariateCDF - Perl extension for Bivariate CDF functions.
use Math::BivariateCDF qw(bivnor); my $cdf = Math::BivariateCDF::bivnor( 0.036412293026205, 0.0708220179920969, 0.734208757779421 ); print $cdf; #0.359905409368831
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 .
double bivnor ( double ah, double ak, double r )
https://people.sc.fsu.edu/~jburkardt/c_src/toms462/toms462.html
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This module are distributed under the GNU LGPL license.
To install Math::BivariateCDF, copy and paste the appropriate command in to your terminal.
cpanm
cpanm Math::BivariateCDF
CPAN shell
perl -MCPAN -e shell install Math::BivariateCDF
For more information on module installation, please visit the detailed CPAN module installation guide.