# New Features for Mx 1.15

#### Multiple integration of the multinormal distribution.

The matrix function \mnor will compute multiple integrals of the multivariate normal, up to dimension 10.

Test mulnor function
data calc ng=1
matrices
a full 1 2 ! Upper limits
b full 1 2 ! Lower limits
t full 1 2 ! Type of integral
r stan 2 2 ! Covariance matrix
z full 1 2 ! Means
compute \mnor((r_z_a_b_t)) /
matrix r .3
matrix b 0 0
matrix a 1 1
matrix t 2 2
option rs
end

This script will compute the integral of the bivariate normal distribution with correlation .3 from 0 to 1 in both dimensions. The type parameter is currently configured to work as follows

0 integral from a to infinity
1 integral from -infinity to a
2 integral from a to b
3 integral from -infinity to +infinity (this dimension is ignored)

Mike Neale, neale@gems.vcu.edu, Medical College of VA