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[Octave-bug-tracker] [bug #44130] [octave forge] (statistics) mvncdf alg

From: Andreas Bertsatos
Subject: [Octave-bug-tracker] [bug #44130] [octave forge] (statistics) mvncdf algorithm needs performance and accuracy improvement
Date: Thu, 18 Aug 2022 18:34:27 -0400 (EDT)

Follow-up Comment #4, bug #44130 (project octave):

A new implementation of mvncdf has been pushed at

The accuracy has been improved greatly and it is in par with Matlab. Moreover,
the calculation of the bivariate normal cdf is adapted from earlier work by
Thomas H. Jørgensen (with his permission) and it produces more accurate
results than Matlab built-in function.

This can be closed.


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