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

In mnormpow: Multivariate Normal Distributions with Power Integrand

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

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

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.