mnormpow: Multivariate Normal Distributions with Power Integrand

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.

Getting started

Package details

AuthorAlan Genz [ctb], Adelchi Azzalini [ctb], Alexis Bienvenüe [aut, cre], Christian Robert [aut]
MaintainerAlexis Bienvenüe <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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mnormpow documentation built on May 29, 2017, 5:11 p.m.