library("mvtnorm") p <- 0.8 mean <- c(6.75044368, 0.04996326) sigmas <- rbind( c(0.10260550, 0.02096418), c(0.02096418, 0.16049956) ) ## qmvnorm qmvnorm(p = p, tail = "lower.tail", mean = mean, sigma = sigmas, interval=c(5,8))$quantile qmvnorm(p = p, tail = "upper.tail", mean = mean, sigma = sigmas, interval=c(-0.5,0))$quantile qmvnorm(p = p, tail = "both.tails", mean = mean, sigma = sigmas, interval=c(5,8))$quantile mvtnorm:::getInt(p,delta=mean, sigma=sigmas,tail="lower.tail",df=Inf) mvtnorm:::getInt(p,delta=mean, sigma=sigmas,tail="upper.tail",df=Inf) mvtnorm:::getInt(p,delta=mean, sigma=sigmas,tail="both.tails",df=Inf) ## qmvt, shifted qmvt(p = p, tail = "lower.tail", delta = mean, sigma = sigmas, interval=c(5,8), df=1, type="shifted")$quantile qmvt(p = p, tail = "upper.tail", delta = mean, sigma = sigmas, interval=c(-0.5,0), df=1, type="shifted")$quantile qmvt(p = p, tail = "both.tails", delta = mean, sigma = sigmas, interval=c(5,8), df=1, type="shifted")$quantile mvtnorm:::getInt(p,delta=mean, sigma=sigmas,tail="lower.tail", type="shifted",df=1) mvtnorm:::getInt(p,delta=mean, sigma=sigmas,tail="upper.tail", type="shifted",df=1) mvtnorm:::getInt(p,delta=mean, sigma=sigmas,tail="both.tails", type="shifted",df=1) ## qmvt, Kshirsagar sigmas <- cov2cor(sigmas) ## use unit variances qmvt(p = p, tail = "lower.tail", delta = mean, sigma = sigmas, interval=c(5,8), df=1, type="Kshirsagar")$quantile qmvt(p = p, tail = "upper.tail", delta = mean, sigma = sigmas, interval=c(-4,0), df=1, type="Kshirsagar")$quantile qmvt(p = p, tail = "both.tails", delta = mean, sigma = sigmas, interval=c(5,8), df=1, type="Kshirsagar")$quantile mvtnorm:::getInt(p,delta=mean, sigma=sigmas,tail="lower.tail", type="Kshirsagar",df=1) ##mvtnorm:::getInt(p,delta=mean, sigma=sigmas,tail="upper.tail", ## type="Kshirsagar",df=1) # will produce warnings mvtnorm:::getInt(p,delta=mean, sigma=sigmas,tail="both.tails", type="Kshirsagar",df=1)