bvtcdf
Bivariate Student’s t cumulative distribution function (CDF).
p = bvtcdf (x, rho, df)
will compute the
bivariate student’s t cumulative distribution function of x, which must
be an matrix, given a correlation coefficient rho, which
must be a scalar, and df degrees of freedom, which can be a scalar or a
vector of positive numbers commensurate with x.
Tol is the tolerance for numerical integration and by default
Tol = 1e-8
.
See also: mvtcdf
Source Code: bvtcdf