# New Features for Mx 1.18

#### Moments of the truncated multinormal distribution.

The matrix function \momnor will compute moments of the truncated
multinormal
distribution. Currently, it will work only with 'tails' of the distribution,
though selection may be absent for some variables. Here is a bivariate
example:

Test momnor function
data calc ng=1
matrices
r symm 2 2 !covariance matrix
m full 1 2 !means
t full 1 2 !thresholds
s full 1 2 !selection vector
n full 1 2 !# of abscissae
compute \momnor((r_m_t_s_n)) /
matrix r 1 .5 1
matrix m 0 0
matrix t 1.282 1.282
matrix s 1 1
matrix n 16 16
option rs
end

This script requests the covariances and means of individuals selected
above
the threshold 1.282 in a N(0,1) bivariate normal distribution. It returns the
covariance matrix and means stacked on top of each other as output.

I haven't tested it very thoroughly yet. CPU time will go up with the
number of abscissae, but 64 is the maximum (and it goes in jumps 16 20 24 32 48
64, along with some smaller jumps below that). Mx will take care of it by
assigning i) 16 if you enter 0 or less, ii) 64 if you enter 64 or more, and
iii) the next lowest value if you happen to chose an intermediate value (eg it
will pick 24 if you enter 30).

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