univar_order: Univariate variable reordering, described in Genz and Bretz...

View source: R/RcppExports.R

univar_orderR Documentation

Univariate variable reordering, described in Genz and Bretz (2009) If failed due to PD singularity, the unfinished order will be returned and a warning will be issued

Description

Univariate variable reordering, described in Genz and Bretz (2009) If failed due to PD singularity, the unfinished order will be returned and a warning will be issued

Usage

univar_order(a, b, sigma)

Arguments

a

lower integration limits

b

upper integration limits

sigma

covariance matrix

Value

the new order


VeccTMVN documentation built on Aug. 21, 2025, 6:01 p.m.