# Method to compute a multivariate moment using Monte Carlo integration

### Description

Computes a multivariate normal moment by Monte Carlo integration

### Usage

1 2 |

### Arguments

`object` |
object of class 'moment' representing E[X1**k1,...,Xn**kn] |

`nsim` |
the number of samples to generate in computing the integral |

`seed` |
integer for random number generator (set.seed) |

`Mean` |
the mean of (X1,...,Xn) |

`Sigma` |
covariance of (X1**k1,...,Xn**kn), dimension nXn, expressed as a vector by row |

`...` |
Included only for consistency with generic function |

### Value

Approximate value of the moment

### Note

Non-central moments can be approximated by specifying Mean. For central moments, set Mean to a vector of 0s.

The mvtnorm package must be loaded for the function rmvnorm.

### Author(s)

Kem Phillips <kemphillips@comcast.net>

### References

Rizzo ML (2008). Statistical Computing with R. Chapman & Hall/CRC

### See Also

callmultmoments and the methods toLatex and evaluate from symmoments

### Examples

1 2 3 4 5 6 7 |

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