**toms462_test**,
a MATLAB code which
calls toms462(), which
evaluates the upper right tail of the bivariate normal distribution; that is,
the probability that normal variables X and Y with correlation R will
satisfy H <= X and K <= Y.

The computer code and data files described and made available on this web page are distributed under the MIT license

toms462, a MATLAB code which evaluates the upper right tail of the bivariate normal Probability Density Function (PDF); that is, the probability that normal variables X and Y with correlation R will satisfy H <= X and K <= Y; this is a version of ACM TOMS algorithm 462.

- toms462_test.m, calls all the tests.
- toms462_test.sh, runs all the tests.
- toms462_test.txt, the output file.

- toms462_test01.m, makes a quick check against data accurate to three digits.
- toms462_test02.m, compares the computation to a set of tabulated data.