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Forms a tensor of (mixed) central moments of a multivariate normal distribution
knorm(V, k)
(co)variance matrix
kth central moment, must be even
tensor
Schott, J.R.(2003) Journal of Multivariate Analysis 87 (1) 177-190
dnorm
# NOT RUN { V<-diag(2) knorm(V,2) knorm(V,4) # }
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