[ADMB Users] inverse of a bivariate normal CDF (question for Dave)

Hai Che haiche.email at gmail.com
Thu Jan 3 07:12:31 PST 2013


Hi all (and especially Dave),

Happy 2013. I am working on a project and need to have the following 2
functions in AD Model Builder,

Say I have a bivariate normal CDF (cumulative density function), with means
0, variances 1, and correlation coefficient \pho. I need to get the inverse
of this bivariate normal CDF.

I did not find the statistical functions in AD Model Builder manuals, but I
remember Dave wrote something on this (I contacted you earlier and you send
me the syntax). Would you please help me with this again by letting me and
others know the syntax of bivariate normal CDF and its inverse? Posting
this to the forum will also ensure that I won't forget this again (or
rather, could not locate the email anymore due to moving...).

Many thanks,

Hai
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