[R] hypergeometric function in ‘ mvtnorm’

[Berend Hasselman]

On 19-03-2012, at 16:54, statfan wrote:

> Thanks for your advice.  I actually meant to ask about the "pmvt" for the
> distribution function.  Viewing the source code "pmvt" uses the function
> "mvt" which uses the function "probval" which sources the fortran code:
> 

No  it doesn't "source". It call a compiled Fortran subroutine.

> Fortran("mvtdst", N = as.integer(n), NU = as.integer(df), 
>        LOWER = as.double(lower), UPPER = as.double(upper), INFIN =
> as.integer(infin), 
>        CORREL = as.double(corrF), DELTA = as.double(delta), 
>        MAXPTS = as.integer(x$maxpts), ABSEPS = as.double(x$abseps), 
>        RELEPS = as.double(x$releps), error = as.double(error), 
>        value = as.double(value), inform = as.integer(inform), 
>        PACKAGE = "mvtnorm")
> 
> I wish to look at how this "mvtdst" calculates the hypergeometric function
> (2_F_1).  Anyway that I can see that?

Yes. Download the source code of the package.
Obtainable from CRAN.
Unpack and browse.

Berend