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
univar_order(a, b, sigma)
a |
lower integration limits |
b |
upper integration limits |
sigma |
covariance matrix |
the new order