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(covariance, means, lbound, ubound)
```

### Arguments

 `covariance` the covariance matrix describing the multivariate normal distribution. `means` a row vector containing means of the variables of the underlying distribution. `lbound` a row vector containing the lower bounds of the integration in each variable. `ubound` a row vector containing the upper bounds of the integration in each variable.

### Details

The order of columns in the ‘means’, ‘lbound’, and ‘ubound’ vectors 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 covariance[i,i]. That variable will be integrated from lbound[i] to ubound[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].

```