[Octave-bug-tracker] [bug #44130] [octave forge] (statistics) mvncdf algorithm needs performance and accuracy improvement

[Andreas Bertsatos]

Follow-up Comment #4, bug #44130 (project octave):

A new implementation of mvncdf has been pushed at
https://github.com/gnu-octave/statistics/commit/3578095d0a867442634353f66c0a5c391bcb11bd

The accuracy has been improved greatly and it is in par with Matlab. Moreover,
the calculation of the bivariate normal cdf is adapted from earlier work by
Thomas H. Jørgensen (with his permission) and it produces more accurate
results than Matlab built-in function.

This can be closed.


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