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.

Install the latest version of this package by entering the following in R:
install.packages("mnormpow")
AuthorAlan Genz [ctb], Adelchi Azzalini [ctb], Alexis Bienvenüe [aut, cre], Christian Robert [aut]
Date of publication2014-10-07 18:33:23
MaintainerAlexis Bienvenüe <alexis.bienvenue@univ-lyon1.fr>
LicenseGPL (>= 2)
Version0.1.1

View on CRAN

Files

src
src/sadmvntg.f
NAMESPACE
R
R/mnormpow.R
MD5
DESCRIPTION
man
man/mnormpow.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.