IntGramCharlier: Integrate Gram Charlier density

In MultiStatM: Multivariate Statistical Methods

Integrate Gram Charlier density

Description

Computes the integrals of the d-variate Gram Charlier density with respect to the normal density It integrates the GramCharlier with the first 4 cumulants.

Usage

IntGramCharlier(x, cum, type = c("lower", "upper"))

Arguments

x	An nxd data matrix
cum	Unstandardized first four cumlants
type	Character string specifying the integration range. Must be one of: "lower": integrate from -\infty to x "upper": integrate from x to +\infty

Value

The vector of evaluated probabilities

See Also

Other Approximations: Edgeworth(), GramCharlier(), IntEdgeworth(), MTCE()

Examples

x <- matrix(1:6,2,3, byrow=TRUE)
cum <- MomCumMVt(p = 12, d = 3, r = 4, nCum = TRUE)
# P(X <= x)
p <- IntGramCharlier(x, cum, type = "lower")

MultiStatM documentation built on Jan. 25, 2026, 5:06 p.m.