• PAPER:   Bhat, C.R. (2018), "New Matrix-Based Methods for the Analytic Evaluation of the Multivariate Cumulative Normal Distribution Function," Transportation Research Part B, Vol. 109, pp. 238-256 (Keywords: multivariate normal cumulative distribution function, multinomial probit, discrete choice models, econometric models).  PDF version, MS Word version

• SUPPLEMENTARY NOTE:   
  Online Supplement: PDF version, MS Word version

If you use the GAUSS code or the R code below (in part or in the whole), please acknowledge so in your work and cite the paper listed above.

• GAUSS Code:    GAUSS code, documentation, and test code
  
  • GAUSS_Codes_LDLT (zip file)
    This zip file contains the following items:
    1. CDFandPDFmvna_allcodes.src
    2. LDLT_documentation.docx
    3. CDFandPDFmvna_test.src

• PSEUDO-CODE:   
  Pseudo-code for LDLT updating: PDF version, MS Word version

• R Code:   
  
  • R_Codes_LDLT (zip file)
    This zip file contains the following items:
    1. CDFandPDFmvna_v3.R
    2. Documentation v1.1.docx
    3. Example File v1.1.R

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