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Sampling from multivariate correlated binary and poisson random variables

from Sampling from multivariate correlated binary and poisson random variables by Philipp Berens
These Matlab functions can be used to generate multivariate correlated binary variables, and correl

[y]=bivnor(a,b,rho) 
function [y]=bivnor(a,b,rho)
%function [y]=bivnor(a,b,rho)
%
% This function give an approximation of 
% cumulative bivariate normal probabilities
%
%                       1                    x^2 - 2*r*x*y + y^2
%    f(x,y,r)= ---------------------- exp(- ----------------------)
%               2*pi*(1-r^2)^(1/2)              2 - 2r^2
%
%    bivnor(a,b,ro)=Int(a..infinity) Int(b..infinity) f(x,y,r) dx dy
%
% Note : Mex compile the file bivnor.c before using it.
%
% Based on Fortran code in Commun. ACM oct 1973 p638 Algo 462
% Translated to C by Ajay Shah (ajayshah@usc.edu)
% Sligtly modified for Matlab compatibility by Moranvil william (moranviw@onid.orst.edu)
%
% 2004 William Moranvil (moranviw@onid.orst.edu)
%

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