mnormpow {mnormpow}R Documentation

Univariate partial moments of the multivariate normal distribution

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

[Package mnormpow version 0.1.1 Index]