my_omxMnor: Calculate the integrated density

In bstatcomp/copulafa: Copula Factor Analysis

Description

This function calculates the MVN density by integrating along corresponding bounds.

Usage

my_omxMnor(my_vec, l, logl)

Arguments

my_vec	numeric vector. First l^2 values represent the estimated residual covariance, the next l values represent the predictions (means), the next l values the lower bounds for integration, and the last l values the upper bounds for integration.
l	numeric. Number of dimensions.
logl	logical. Calculate log density? Defaults to true.

Value

numeric vector. The (log) density.

bstatcomp/copulafa documentation built on May 30, 2019, 4:02 a.m.