mvtnorm.control function

Control options for pmvt and qmvt functions

Returns a list with control parameters (an object of class GenzBretz) for the pmvt and qmvt functions from the mvtnorm

package, see the corresponding documentation for more information.

mvtnorm.control(maxpts = 30000, abseps = 0.001,
                interval = NULL, releps = 0)

Arguments

• maxpts: Maximum number of function values as integer.
• abseps: Absolute error tolerance as double.
• interval: A vector containing the end-points of the interval to be searched for the critical value.
• releps: Relative error tolerance as double.

See Also

pmvt, qmvt