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Computes integral of f(x)*x_i^k on a product of intervals, where f is the density of a gaussian law. This a is small alteration of the mnormt code from A. Genz and A. Azzalini.
Package details |
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Author | Alan Genz [ctb], Adelchi Azzalini [ctb], Alexis Bienvenüe [aut, cre], Christian Robert [aut] |
Maintainer | Alexis Bienvenüe <alexis.bienvenue@univ-lyon1.fr> |
License | GPL (>= 2) |
Version | 0.1.1 |
Package repository | View on CRAN |
Installation |
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