mnormpow {mnormpow} | R Documentation |
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.
imnormpow(lower,upper,varcov,...) pmnormpow(x,varcov,...)
x |
a vector of length |
lower,upper |
two vectors of length |
varcov |
a positive definite matrix representing the variance-covariance matrix of the distribution |
... |
additional arguments, such as:
|
pmnorm
pmnormpow(c(0,0),varcov=matrix(c(4,0,0,2),ncol=2),ipuiss=1,puiss=2) # =1