def METHOD_NAME(self):
    a, b = self.a, self.b
    df = self.df
    corr2 = self.corr2
    a2 = a.copy()
    a2[:] = -np.inf
    # using higher precision in R, error approx. 6.866163e-07
    probmvn_R = 0.9961141
    # using higher precision in R, error approx. 1.6e-07
    probmvt_R = 0.9522146
    quadkwds = {'epsabs': 1e-08}
    probmvt = mvstdtprob(a2, b, corr2, df, quadkwds=quadkwds)
    assert_allclose(probmvt_R, probmvt, atol=5e-4)
    probmvn = mvstdnormcdf(a2, b, corr2, maxpts=100000, abseps=1e-5)
    assert_allclose(probmvn_R, probmvn, atol=1e-4)