<<MultivariateStatistics`

xvec= {-2,-1,0,1,2,
3,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10,-2/10, 1, 2,
  0, 0, 0, 0, 0,
  1, 1, -1, -1, 1, 1, -1, -1, Sqrt[2]/2};
yvec = {1,1,1,1,1,
1,1/2,1/2,1/2,1/2,
1/2,1/2,1/2,1/2,1/2,
1/2,1/2,1/2,1/2,1/2,
1/2,1/2,1/2,1/2,1/2, 1/2, 1,
 0, 0, 0, 0, 0,
 1, -1, 1, -1, 1,-1, 1, -1, Sqrt[2]/2};
rvec={1/2,1/2,1/2,1/2,1/2,
1/2,-9/10,-8/10,-7/10,-6/10,-1/2,-4/10,-3/10,-2/10,-1/10,
0,1/10,2/10,3/10,4/10,
1/2,6/10,7/10,8/10,9/10, 673/1000, 1/2,
-1, -1/2, 0, 1/2, 1,
1/2, 1/2, 1/2, 1/2, 1/2, 1/2, 1/2, 1/2, 1/2};
fvec = {};
num = Length [ xvec ];

Do [ {x=xvec[[i]], y =yvec[[i]], r=rvec[[i]],
dist=MultinormallDistribution[{0,0},{{1,r},{r,1}}],
f=CDF[ MultinormalDistribution[{0,0},{{1,r},{r,1}}],{x,y} ],
fvec = Append [ fvec, f ],
      Print["  BivariateNormalCDF[",x,",",y,",",r,"]=",N[f,16]] },{i,1,num,1}]

(* Write the data to a file. *)
fileout = OpenWrite [ "/Users/jburkardt/public_html/math_src/test_values/bivariate_normal_cdf_values.txt" ];
SetOptions [ fileout, FormatType ->TextForm];
Write[ fileout, "#  bivariate_normal_cdf_values.txt" ];
today = Date[];
Write [ fileout, "#  Created on ",today ];
Write [ fileout, "#"];
Write [ fileout, "#  x  y  r  f" ];
Write [ fileout, "#"];
Do [ {
x = xvec[[i]];
y = yvec[[i]];
r = rvec[[i]];
f = fvec[[i]];
Write [ fileout,  N[x,16], "  ", N[y,16], "  ", N[r,16], "  ", N[f,16] ] },
{i,1,num,1}];
Close [ fileout ];