omxMnor {OpenMx} | R Documentation |

## Multivariate Normal Integration

### Description

Given a covariance matrix, a means vector, and vectors of lower and upper bounds, returns the multivariate normal integral across the space between bounds.

### Usage

omxMnor(cov, means, lbounds, ubounds)

### Arguments

`cov` |
the covariance matrix describing the multivariate normal distribution. |

`means` |
a row vector containing means of the variables of the underlying distribution. |

`lbounds` |
a row vector containing the lower bounds of the integration in each variable. |

`ubounds` |
a row vector containing the upper bounds of the integration in each variable. |

### Details

The order of columns in the means, lbounds, and ubounds vector are assumed to be the same as that of the covariance matrix. That is, means[i] is considered to be the mean of the variable whose variance is in cov[i,i]. That variable will be integrated from lbounds[i] to ubounds[i] as part of the integration.

The value of ubound[i] or lbound[i] may be set to Inf or -Inf if a boundary at positive or negative infinity is desired.

For all i, ubound[i] must be strictly greater than lbound[i].

### Examples

data(myFAData)
cov <- cov(myFAData[,1:3])
means <- mean(myFAData[,1:3])
lbounds <- c(-Inf, 0, 1) # Integrate from -Infinity to 0 on first variable
ubounds <- c(0, Inf, 2.5) # From 0 to +Infinity on second, and from 1 to 2.5 on third
omxMnor(cov, means, lbounds, ubounds)

[Package

*OpenMx* version 0.2.9-1147

Index]