Probability that a standard bivariate normal pair (X, Y) with correlation rho lies in the rectangle
lower ≤ (X, Y) ≤ upper. Equivalent to mvtnorm::pmvnorm() in R. The same as
pmvnorm(lower, upper, corr = matrix(c(1, rho, rho, 1), 2)).
Bounds may be infinite. Accurate to about 1e-15 absolute.
Probability that a standard bivariate normal pair (X, Y) with correlation
rholies in the rectanglelower ≤ (X, Y) ≤ upper. Equivalent tomvtnorm::pmvnorm()in R. The same aspmvnorm(lower, upper, corr = matrix(c(1, rho, rho, 1), 2)). Bounds may be infinite. Accurate to about 1e-15 absolute.