mvtcdf
              Multivariate Student’s t cumulative distribution function (CDF).
 p = mvtcdf (x, rho, df) returns the cumulative
 probability of the multivariate student’s t distribution with correlation
 parameters rho and degrees of freedom df, evaluated at each row
 of x.  The rows of the  matrix x correspond to sample
 observations and its columns correspond to variables or coordinates.  The
 return argument p is a column vector with the same number of rows as in
 x.
rho is a symmetric, positive definite, correlation matrix. dF is a scalar or a vector with elements.
 Note: mvtcdf computes the CDF for the standard multivariate Student’s
 t distribution, centered at the origin, with no scale parameters.  If
 rho is a covariance matrix, i.e. diag(rho) is not all
 ones, mvtcdf rescales rho to transform it to a correlation
 matrix.  mvtcdf does not rescale x, though.
The multivariate Student’s t cumulative probability at x is defined as the probability that a random vector T, distributed as multivariate normal, will fall within the semi-infinite rectangle with upper limits defined by x.
 p = mvtcdf (x_lo, x_hi, rho, df) returns
 the multivariate Student’s t cumulative probability evaluated over the
 rectangle (hyper-rectangle for multivariate data in x) with lower and
 upper limits defined by x_lo and x_hi, respectively.
 [p, err] = mvtcdf (…) also returns an error estimate
 err in p.
 p = mvtcdf (…, options) specifies the structure,
 which controls specific parameters for the numerical integration used to
 compute p. The required fieds are:
| "TolFun" | Maximum absolute error tolerance. Default is 1e-8 for D < 4, or 1e-4 for D >= 4. | |
| "MaxFunEvals" | Maximum number of integrand evaluations when . Default is 1e7. Ignored when . | |
| "Display" | Display options.  Choices are "off"(default),"iter", which shows the probability and estimated error at
 each repetition, and"final", which shows the final probability and
 related error after the integrand has converged successfully.  Ignored when
 . | 
See also: bvtcdf, mvtpdf, mvtrnd, mvtcdfqmc
Source Code: mvtcdf
| 
 ## Compute the cdf of a multivariate Student's t distribution with
 ## correlation parameters rho = [1, 0.4; 0.4, 1] and 2 degrees of freedom.
 rho = [1, 0.4; 0.4, 1];
 df = 2;
 [X1, X2] = meshgrid (linspace (-2, 2, 25)', linspace (-2, 2, 25)');
 X = [X1(:), X2(:)];
 p = mvtcdf (X, rho, df);
 surf (X1, X2, reshape (p, 25, 25));
 title ("Bivariate Student's t cummulative distribution function");
                     | 
