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Forms a tensor of (mixed) central moments of a multivariate normal distribution
knorm(V, k)
tensor
(co)variance matrix
kth central moment, must be even
Jarrod Hadfield j.hadfield@ed.ac.uk
Schott, J.R.(2003) Journal of Multivariate Analysis 87 (1) 177-190
dnorm
V<-diag(2) knorm(V,2) knorm(V,4)
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