mnormpow: Univariate partial moments of the multivariate normal...

Description Usage Arguments See Also Examples

Description

Computes the integral of f(x)*x_i^k on a product of intervals, where f is the density probability function of a centered multivariate Gaussian distribution.

Usage

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imnormpow(lower,upper,varcov,...)
pmnormpow(x,varcov,...)

Arguments

x

a vector of length d, where d=ncol(varcov), giving the right-end values for the integral (when using pnormpow, the left-ends are -Inf)

lower,upper

two vectors of length d, where d=ncol(varcov), giving the intervals bounds for integration

varcov

a positive definite matrix representing the variance-covariance matrix of the distribution

...

additional arguments, such as:

ipuiss

coordinate to be added to the integrand (i)

puiss

power (k)

See Also

pmnorm

Examples

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pmnormpow(c(0,0),varcov=matrix(c(4,0,0,2),ncol=2),ipuiss=1,puiss=2)
# =1

mnormpow documentation built on May 2, 2019, 3:38 a.m.

Related to mnormpow in mnormpow...