univar_order {VeccTMVN}R Documentation

Univariate variable reordering, described in Genz and Bretz (2009) If failed due to PD singularity, the unfinished order will be returned and a warning will be issued

Description

Univariate variable reordering, described in Genz and Bretz (2009) If failed due to PD singularity, the unfinished order will be returned and a warning will be issued

Usage

univar_order(a, b, sigma)

Arguments

a

lower integration limits

b

upper integration limits

sigma

covariance matrix

Value

the new order


[Package VeccTMVN version 1.2.1 Index]