toms462_test, an Octave 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, an Octave 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.